H_bar: Compute unbiased estimators from coupled chains
In lolmid/unbiased_intractable_targets: Debiased particle MCMC with couplings
View source: R/debiasing_algorithm.R
Description
Compute the proposed unbiased estimators, for each of the element
in the list 'c_chains'. The integral of interest is that of the function h,
which can be multivariate. The estimator uses the variance reduction technique
whereby the estimator is the MCMC average between times k and K, with probability
going to one as k increases.
Usage
1
lolmid/unbiased_intractable_targets documentation built on May 13, 2019, 11:54 p.m.
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View source: R/debiasing_algorithm.R
Description
Compute the proposed unbiased estimators, for each of the element in the list 'c_chains'. The integral of interest is that of the function h, which can be multivariate. The estimator uses the variance reduction technique whereby the estimator is the MCMC average between times k and K, with probability going to one as k increases.
Usage
1 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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