BSL

Bayesian Synthetic Likelihood

Bayesian synthetic likelihood (BSL, Price et al. (2018) <doi:10.1080/10618600.2017.1302882>) is an alternative to standard, non-parametric approximate Bayesian computation (ABC). BSL assumes a multivariate normal distribution for the summary statistic likelihood and it is suitable when the distribution of the model summary statistics is sufficiently regular. This package provides a Metropolis Hastings Markov chain Monte Carlo implementation of three methods (BSL, uBSL and semiBSL) and two shrinkage estimations (graphical lasso and Warton's estimation). uBSL (Price et al. (2018) <doi:10.1080/10618600.2017.1302882>) uses an unbiased estimator to the normal density. A semi-parametric version of BSL (semiBSL, An et al. (2018) <arXiv:1809.05800>) is more robust to non-normal summary statistics. Shrinkage estimations can help to bring down the number of simulations when the dimension of the summary statistic is high (e.g., BSLasso, An et al. (2019) <doi:10.1080/10618600.2018.1537928>). Extensions to this package are planned.

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Description file content

Package
BSL
Type
Package
Title
Bayesian Synthetic Likelihood
Version
3.0.0
Date
2019-07-01
Description
Bayesian synthetic likelihood (BSL, Price et al. (2018) ) is an alternative to standard, non-parametric approximate Bayesian computation (ABC). BSL assumes a multivariate normal distribution for the summary statistic likelihood and it is suitable when the distribution of the model summary statistics is sufficiently regular. This package provides a Metropolis Hastings Markov chain Monte Carlo implementation of three methods (BSL, uBSL and semiBSL) and two shrinkage estimations (graphical lasso and Warton's estimation). uBSL (Price et al. (2018) ) uses an unbiased estimator to the normal density. A semi-parametric version of BSL (semiBSL, An et al. (2018) ) is more robust to non-normal summary statistics. Shrinkage estimations can help to bring down the number of simulations when the dimension of the summary statistic is high (e.g., BSLasso, An et al. (2019) ). Extensions to this package are planned.
Depends
R (>= 3.4.0)
License
GPL (>= 2)
LazyLoad
yes
Imports
glasso, ggplot2, MASS, mvtnorm, copula, graphics, gridExtra, foreach, coda, Rcpp, methods
Suggests
elliplot, doParallel
LinkingTo
Rcpp, RcppArmadillo
LazyData
true
RoxygenNote
6.1.1
Encoding
UTF-8
Collate
'BSL_model.R' 'BSL_package.R' 'RcppExports.R' 'S3_penbsl.R' 'S4Functions.R' 'S4.R' 'bsl.R' 'cell.R' 'combinePlotsBSL.R' 'covWarton.R' 'gaussianRankCorr.R' 'gaussianSynLike.R' 'gaussianSynLikeGhuryeOlkin.R' 'imports.R' 'kernelCDF.R' 'logitTransform.R' 'ma2.R' 'multignk.R' 'selectPenalty.R' 'semiparaKernelEstimate.R'
NeedsCompilation
yes
Packaged
2019-07-10 02:51:15 UTC; n9790349
Author
Ziwen An [aut, cre] (), Leah F. South [aut] (), Christopher C. Drovandi [aut] ()
Maintainer
Ziwen An
Repository
CRAN
Date/Publication
2019-07-10 07:30:29 UTC

install.packages('BSL')

3.0.0

8 days ago

Ziwen An

GPL (>= 2)

Depends on

R (>= 3.4.0)

Imports

glasso, ggplot2, MASS, mvtnorm, copula, graphics, gridExtra, foreach, coda, Rcpp, methods

Suggests

elliplot, doParallel

Discussions