get_cpm_kernel: Get correlated pseudo-marginal kernels

In lolmid/unbiased_intractable_targets: Debiased particle MCMC with couplings

Description

This function takes descriptions of the target and tuning parameters, and returns a function kernel kernel Optionally the kernels can perform blocked gibbs updates also

Usage

get_cpm_kernel(logtarget, Sigma_proposal, dimension, joint_update = T,
  rho = NULL, dim_U = NULL, component_updates = F, rho_component = NULL,
  block_indices_vec = NULL, single_kernel_only = F)

Arguments

logtarget	function to compute target log-density, e.g. see get_mvnormal
Sigma_proposal	variance of the Normal random walk for the proposals
dimension	dimension of the target distribution

Value

A list containing the keys single_kernel, coupled_kernel.

lolmid/unbiased_intractable_targets documentation built on May 13, 2019, 11:54 p.m.