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This is the synlik R package, which provides Synthetic Likelihood methods for intractable likelihoods.

The package is meant to be as general purpose as possible: as long as you are able to simulate data from your model you should be able to fit it with synlik.

See the vignette("synlik") for more info.

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Version

Install

install.packages('synlik')

Monthly Downloads

267

Version

0.1.1

License

GPL (>= 2)

Maintainer

Matteo Fasiolo

Last Published

June 8th, 2014

Functions in synlik (0.1.1)

extractCorr

Extracting correlations from a covariance matrix
slik

Evaluates the synthetic log-likelihood.
checkNorm

Checking the multivariate normal approximation.
slice

Plot slices of the synthetic log-likelihood.
smcmc

MCMC parameter estimation for objects of class synlik.
blow_sl

Blowfly model
plot-synlik

Method for plotting an object of class synlik.
bf

Nicholson's 1954 blowfly data
blowSimul

Simulates from the blowfly model
rickerSimul

Simulates from the ricker model
orderDist

Summarize marginal distribution of (differenced) series.
numericOrNULL-class

Dummy class
synlik-package

Synthetic Likelihood methods for intractable likelihoods
synlik-class

synlik-class
slAcf

Estimate auto-covariances for multiple datasets.
nlar

Estimate non-linear autoregressive coefficients
plot-smcmc

Method for plotting an object of class smcmc.
functionOrNULL-class

Dummy class
ANYOrNULL-class

Dummy class
continue

Continuing estimation.
ricker_sl

Ricker model
simulate

Simulate data or statistics from an object of class synlik.
robCov

Robust covariance matrix estimation
smcmc-class

smcmc-class