Man pages for lolmid/unbiased_intractable_targets
Debiased particle MCMC with couplings
| acc_rate | acc_rate |
| continue_coupled_chains | Continue coupled MCMC chains up to K steps |
| coupled_cpm_chains | Coupled correlated pseudo-marginal chains |
| coupled_cpm_chains_Tblocking | Coupled correlated pseudo-marginal chains with blocking |
| coupled_mcmc_chains | Coupled MCMC chains |
| coupled_pm_chains | Coupled pseudo-marginal chains |
| coupled_pmmh_chains | Coupled PMCMC chains |
| CPF | Conditional Particle Filter |
| CPF_coupled | Coupled Conditional Particle Filter |
| debiasedpmcmc-package | debiasedpmcmc |
| expit | expit |
| fast_dmvnorm | fast_dmvnorm |
| fast_dmvnorm_chol_inverse | fast_dmvnorm_chol_inverse |
| fast_rmvnorm | fast_rmvnorm |
| fast_rmvnorm_chol | fast_rmvnorm_chol |
| gaussian_max_coupling | Maximal coupling of two multivariate Normal distributions |
| gaussian_max_coupling_cholesky_R | Maximal coupling of two multivariate Normal distributions |
| get_ar | Hidden auto-regressive model |
| get_cpm_kernel | Get correlated pseudo-marginal kernels |
| get_cpm_T_blocking | Get correlated pseudo-marginal kernels with T-blocking |
| get_exchange_kernel | Get exchange kernels |
| get_iid_cpm | IID gaussian LVM for CPM |
| get_ising | Square Ising model |
| get_lgssm | Linear-gaussian state-space model |
| get_lgssm_2params | Linear-gaussian state-space model (2 params) |
| get_mh_kernel | Get random walk Metropolis-Hastings kernels |
| get_mv_probit_model | Multivariate probit model |
| get_pm_kernel | Get pseudo-marginal random walk Metropolis-Hastings kernels |
| get_pmmh_kernel | Get particle marginal Metropolis-Hastings kernel |
| get_pmmh_kernel_component_update | Get particle marginal Metropolis-Hastings kernel |
| get_pz | Phytoplankton-zooplankton model as in Jones, Parslow, Murray... |
| get_pz_naturalparams | Phytoplankton-zooplankton model as in Jones, Parslow, Murray... |
| get_re_model | Random effects model of a stochastic frontier |
| ghk_obs_vectorise | GHK algorithm (vectorised) |
| H_bar | Compute unbiased estimators from coupled chains |
| histogram_c_chains | histogram_c_chains |
| kf | kalman filter |
| kf_1d | kalman filter (efficient 1D implementation) |
| logit | logit |
| pf | bootstrap particle filter inference |
| plot_histogram | plot_histogram |
| pz_params2transformed | PZ-parameter conversion |
| pz_transformed2params | PZ-parameter conversion |
| pz_transition | pz_transition |
| rnorm_max_coupling | Maximal coupling of two univariate Normal distributions |
| setmytheme | Customize graphical settings |
| vec_gaussian_max_coupling | Maximal coupling of two normals (vectorised code) |
| vec_gauss_max_coupling_mat | Maximal coupling of two normals (vectorised code) where each... |
