Man pages for lolmid/unbiased_intractable_targets
Debiased particle MCMC with couplings

acc_rateacc_rate
continue_coupled_chainsContinue coupled MCMC chains up to K steps
coupled_cpm_chainsCoupled correlated pseudo-marginal chains
coupled_cpm_chains_TblockingCoupled correlated pseudo-marginal chains with blocking
coupled_mcmc_chainsCoupled MCMC chains
coupled_pm_chainsCoupled pseudo-marginal chains
coupled_pmmh_chainsCoupled PMCMC chains
CPFConditional Particle Filter
CPF_coupledCoupled Conditional Particle Filter
debiasedpmcmc-packagedebiasedpmcmc
expitexpit
fast_dmvnormfast_dmvnorm
fast_dmvnorm_chol_inversefast_dmvnorm_chol_inverse
fast_rmvnormfast_rmvnorm
fast_rmvnorm_cholfast_rmvnorm_chol
gaussian_max_couplingMaximal coupling of two multivariate Normal distributions
gaussian_max_coupling_cholesky_RMaximal coupling of two multivariate Normal distributions
get_arHidden auto-regressive model
get_cpm_kernelGet correlated pseudo-marginal kernels
get_cpm_T_blockingGet correlated pseudo-marginal kernels with T-blocking
get_exchange_kernelGet exchange kernels
get_iid_cpmIID gaussian LVM for CPM
get_isingSquare Ising model
get_lgssmLinear-gaussian state-space model
get_lgssm_2paramsLinear-gaussian state-space model (2 params)
get_mh_kernelGet random walk Metropolis-Hastings kernels
get_mv_probit_modelMultivariate probit model
get_pm_kernelGet pseudo-marginal random walk Metropolis-Hastings kernels
get_pmmh_kernelGet particle marginal Metropolis-Hastings kernel
get_pmmh_kernel_component_updateGet particle marginal Metropolis-Hastings kernel
get_pzPhytoplankton-zooplankton model as in Jones, Parslow, Murray...
get_pz_naturalparamsPhytoplankton-zooplankton model as in Jones, Parslow, Murray...
get_re_modelRandom effects model of a stochastic frontier
ghk_obs_vectoriseGHK algorithm (vectorised)
H_barCompute unbiased estimators from coupled chains
histogram_c_chainshistogram_c_chains
kfkalman filter
kf_1dkalman filter (efficient 1D implementation)
logitlogit
pfbootstrap particle filter inference
plot_histogramplot_histogram
pz_params2transformedPZ-parameter conversion
pz_transformed2paramsPZ-parameter conversion
pz_transitionpz_transition
rnorm_max_couplingMaximal coupling of two univariate Normal distributions
setmythemeCustomize graphical settings
vec_gaussian_max_couplingMaximal coupling of two normals (vectorised code)
vec_gauss_max_coupling_matMaximal coupling of two normals (vectorised code) where each...
lolmid/unbiased_intractable_targets documentation built on July 20, 2018, 12:21 a.m.