Simple MCMC With Templates

This is not meant to be used for anything. This is just to illustrate how one might use C++ templates to avoid hassles with using function pointers.

This is an example of using templates to make a function that needs functions (e.g. an MCMC sampler, optimiser, etc) work easily enough in R + Rcpp. See the demo package at tests/testthat/demo for use in a package (the important bit is the LinkingTo field in the DESCRIPTION. The package also has the same example in src and R (which would be the model if you had a sampler that you wanted to use multiple times within a single package).




n <- 5
x0 <- rnorm(n)
w <- runif(n, 0, 10)
pars <- c(rnorm(n), runif(n))
samples <- simplemcmc::mcmc_example(x0, w, 1000, pars)
matplot(samples$x, type="l", lty=1)


MIT + file LICENSE © Rich FitzJohn.

richfitz/simplemcmc documentation built on May 25, 2017, 3:08 a.m.