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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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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)
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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