smfsb
package smfsb
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Value Members
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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.
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object
Mll
Functions associated with particle filtering of Markov process models against time series data and the computation of marginal model likelihoods.
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object
Sim
Functions for simulating data associated with a Markov process given an appropriate transition kernel.
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object
SpnModels
Some example SPN models, each of which can be instantiated with either discrete or continous states.
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object
Step
Functions which accept a
Spn
and return a function for simulating from the transition kernel of that model -
object
Types
Object containing basic types used throughout the library.