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synlik (version 0.1.0)

Synthetic Likelihood methods for intractable likelihoods.

Description

Framework to perform synthetic likelihood inference for models where the likelihood function is unavailable or intractable.

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Version

Install

install.packages('synlik')

Monthly Downloads

39

Version

0.1.0

License

GPL (>= 2)

Maintainer

Matteo Fasiolo

Last Published

March 20th, 2014

Functions in synlik (0.1.0)

blowSimul

Simulates from the blowfly model
extractCorr

Extracting correlations from a covariance matrix
continue

Continuing estimation.
orderDist

Summarize marginal distribution of (differenced) series.
slAcf

Estimate auto-covariances for multiple datasets.
functionOrNULL-class

Dummy class
simulate

Simulate data or statistics from an object of class synlik.
ANYOrNULL-class

Dummy class
rickerSimul

Simulates from the ricker model
synlik-package

Synthetic Likelihood methods for intractable likelihoods
synlik-class

synlik-class
smcmc

MCMC parameter estimation for objects of class synlik.
ricker_sl

Ricker model
checkNorm

Checking the multivariate normal approximation.
bf

Nicholson's 1954 blowfly data
smcmc-class

smcmc-class
numericOrNULL-class

Dummy class
plot-synlik

Method for plotting an object of class synlik.
slice

Plot slices of the synthetic log-likelihood.
slik

Evaluates the synthetic log-likelihood.
nlar

Estimate non-linear autoregressive coefficients
plot-smcmc

Method for plotting an object of class smcmc.
robCov

Robust covariance matrix estimation
blow_sl

Blowfly model