cPseudoMaRg
Constructs a Correlated Pseudo-Marginal Sampler
The primary function makeCPMSampler() generates a sampler function which performs the correlated pseudo-marginal method of Deligiannidis, Doucet and Pitt (2017) <arXiv:1511.04992>. 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) <DOI:10.1214/07-AOS574>. 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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.1 |
rolling linux/jammy R-4.5 | cPseudoMaRg_1.0.1.tar.gz |
49.7 KiB |
1.0.1 |
rolling linux/noble R-4.5 | cPseudoMaRg_1.0.1.tar.gz |
49.6 KiB |
1.0.1 |
rolling source/ R- | cPseudoMaRg_1.0.1.tar.gz |
41.4 KiB |
1.0.1 |
latest linux/jammy R-4.5 | cPseudoMaRg_1.0.1.tar.gz |
49.7 KiB |
1.0.1 |
latest linux/noble R-4.5 | cPseudoMaRg_1.0.1.tar.gz |
49.6 KiB |
1.0.1 |
latest source/ R- | cPseudoMaRg_1.0.1.tar.gz |
41.4 KiB |
1.0.1 |
2026-04-26 source/ R- | cPseudoMaRg_1.0.1.tar.gz |
41.4 KiB |
1.0.1 |
2026-04-23 source/ R- | cPseudoMaRg_1.0.1.tar.gz |
41.4 KiB |
1.0.1 |
2026-04-09 windows/windows R-4.5 | cPseudoMaRg_1.0.1.zip |
55.2 KiB |
1.0.1 |
2025-04-20 source/ R- | cPseudoMaRg_1.0.1.tar.gz |
41.4 KiB |