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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

160

Version

0.1.6

License

GPL (>= 2)

Maintainer

Matteo Fasiolo

Last Published

March 2nd, 2023

Functions in synlik (0.1.6)

ricker_sl

Ricker model
slik

Evaluates the synthetic log-likelihood.
synlik-class

synlik-class
smcmc

MCMC parameter estimation for objects of class synlik.
synlik-package

Synthetic Likelihood Methods for Intractable Likelihoods
smcmc-class

smcmc-class
nlar

Estimate non-linear autoregressive coefficients
bf

Nicholson's 1954 blowfly data
ANYOrNULL-class

Dummy class
internal_C

Internal C and C++ function
checkNorm

Checking the multivariate normal approximation.
continue

Continuing estimation.
blow_sl

Blowfly model
blowSimul

Simulates from the blowfly model
extractCorr

Extracting correlations from a covariance matrix
functionOrNULL-class

Dummy class
rickerSimul

Simulates from the ricker model
slAcf

Estimate auto-covariances for multiple datasets.
robCov

Robust covariance matrix estimation
numericOrNULL-class

Dummy class
plot-smcmc

Plotting objects of class smcmc.
slice

Plot slices of the synthetic log-likelihood.
plot-synlik

Method for plotting an object of class synlik.
orderDist

Summarize marginal distribution of (differenced) series.
simulate,synlik-method

Simulate data or statistics from an object of class synlik.