This function approximates the likelihood around a sample generated at parameters theta0. The likelihood is only "trusted" within a vicinity of theta0. The size of this vicinity is controlled by requiring a minimum effective sample size (minESS) at theta + (theta - tehta0) * damping.
fullErnmLikelihood(
theta,
sample,
theta0,
stats,
minEss = 5,
damping = 0.05,
method = c("cumulant", "sample"),
order = 3
)a list with value, gradient, and hessian
parameters
mcmc sample
parameter values which generated sample
observed statistics
minimum effective sample size
a damping parameter
the method of partition function approximation to use
the order of the cumulant approximation