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cPseudoMaRg  

Constructs a Correlated Pseudo-Marginal Sampler
View on CRAN: Click here


Download and install cPseudoMaRg package within the R console
Install from CRAN:
install.packages("cPseudoMaRg")

Install from Github:
library("remotes")
install_github("cran/cPseudoMaRg")

Install by package version:
library("remotes")
install_version("cPseudoMaRg", "1.0.1")



Attach the package and use:
library("cPseudoMaRg")
Maintained by
Taylor Brown
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-07-08
Latest Update: 2021-09-05
Description:
The primary function makeCPMSampler() generates a sampler function which performs the correlated pseudo-marginal method of Deligiannidis, Doucet and Pitt (2017) . If the 'rho=' argument of makeCPMSampler() is set to 0, then the generated sampler function performs the original pseudo-marginal method of Andrieu and Roberts (2009) . The sampler function is constructed with the user's choice of prior, parameter proposal distribution, and the likelihood approximation scheme. Note that this algorithm is not automatically tuned--each one of these arguments must be carefully chosen.
How to cite:
Taylor Brown (2021). cPseudoMaRg: Constructs a Correlated Pseudo-Marginal Sampler. R package version 1.0.1, https://cran.r-project.org/web/packages/cPseudoMaRg
Previous versions and publish date:
1.0.0 (2021-07-08 09:50)
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Other R packages that cPseudoMaRg depends, imports, suggests or enhances
Functions, R codes and Examples using the cPseudoMaRg R package
Some associated functions: isBadNum . makeCPMSampler . mean.cpmResults . plot.cpmResults . print.cpmResults . 
Some associated R codes: cpm.R .  Full cPseudoMaRg package functions and examples
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