Man pages for pierrejacob/debiasedmcmc
Unbiased MCMC with couplings
| c_chains_to_dataframe | Obtain data frame representation of measure from list of... |
| c_chains_to_measure_as_list | Obtain empirical measure (as list) from coupled chains |
| dinversegamma | compute log-density of inverse gamma |
| dinvgaussian | Log-density of inverse Gaussian |
| expit | expit |
| fast_dmvnorm | fast_dmvnorm |
| fast_dmvnorm_chol_inverse | fast_dmvnorm_chol_inverse |
| fast_rmvnorm | fast_rmvnorm |
| fast_rmvnorm_chol | fast_rmvnorm_chol |
| get_blasso | Y and X need to be matrices, and lambda non-negative |
| get_max_coupling | Sample from maximal coupling of two distributions p and q |
| get_mh_kernel | Get random walk Metropolis-Hastings kernels |
| get_variableselection | Y and X need to be matrices, and lambda non-negative |
| H_bar | Compute unbiased estimators from coupled chains |
| hello | Hello, World! |
| histogram_c_chains | histogram_c_chains |
| logistic_precomputation | Precomputation to prepare for the Polya-Gamma sampler |
| pg_gibbs | Polya-Gamma Gibbs sampler |
| rcpp_hello | Hello, Rcpp! |
| rgamma_coupled | Sample from maximally coupled Gamma variables |
| rinversegamma | Sample from inverse gamma |
| rinversegamma_coupled | Sample from maximally coupled inverse gamma |
| rinvgaussian | Sample from inverse Gaussian |
| rinvgaussian_coupled | Sample from maximally coupled inverse Gaussian |
| rmvnorm_max | Maximal coupling of two multivariate Normal distributions |
| rmvnorm_max_chol | Maximal coupling of two multivariate Normal distributions |
| rmvnorm_reflectionmax | Reflection-Maximal coupling of two multivariate Normal... |
| rnorm_max_coupling | Maximal coupling of two univariate Normal distributions |
| rnorm_reflectionmax | Reflection-maximal coupling of two univariate Normal... |
| sample_coupled_chains | Sample coupled Markov chains |
| sample_meetingtime | Sample coupled Markov chains until meeting |
| sample_unbiasedestimator | Unbiased MCMC estimators |
| setmytheme | Customize graphical settings |
| unbiasedmcmc-package | unbiasedmcmc |
