View source: R/debiasing_algorithm.R
sample two MCMC chains, each following 'single_kernel' marginally, and 'coupled_kernel' jointly, until min(max(tau, K), max_iterations), where tau is the first time the two chains meet. Or more precisely, they meet with a delay of one, i.e. X_t = Y_t-1.
1 2 | coupled_mcmc_chains(single_kernel, coupled_kernel, rinit, ..., K = 1,
max_iterations = Inf, preallocate = 10)
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