The primary function makeCPMSampler() generates a sampler function which performs the correlated pseudomarginal method of Deligiannidis, Doucet and Pitt (2017) <arXiv:1511.04992>. If the 'rho=' argument of makeCPMSampler() is set to 0, then the generated sampler function performs the original pseudomarginal method of Andrieu and Roberts (2009) <DOI:10.1214/07AOS574>. The sampler function is constructed with the user's choice of prior, parameter proposal distribution, and the likelihood approximation scheme. Note that this algorithm is not automatically tunedeach one of these arguments must be carefully chosen.
Package details 


Author  Taylor Brown [aut, cre] 
Maintainer  Taylor Brown <trb5me@virginia.edu> 
License  MIT + file LICENSE 
Version  1.0.1 
Package repository  View on CRAN 
Installation 
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