smfsb

Value Members

1. object Mcmc

   

   Functions for constucting generic Metropolis-Hastings MCMC algorithms, and associated utilities.

   Functions for constucting generic Metropolis-Hastings MCMC algorithms, and associated utilities. Can be used in conjunction with an unbiased estimate of marginal model likelihood for constructing pseudo-marginal MCMC algorithms, such as PMMH pMCMC.

2. object Mll

   

   Functions associated with particle filtering of Markov process models against time series data and the computation of marginal model likelihoods.

3. object Sim

   

   Functions for simulating data associated with a Markov process given an appropriate transition kernel.

4. object SpnModels

   

   Some example SPN models, each of which can be instantiated with either discrete or continous states.

5. object Step

   

   Functions which accept a Spn and return a function for simulating from the transition kernel of that model

6. object Types

   

   Object containing basic types used throughout the library.