Synthetic Likelihood Methods for Intractable Likelihoods

Framework to perform synthetic likelihood inference for models where the likelihood function is unavailable or intractable.


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.

News

Version 0.1.1

Bug-fixes:

  • slik() was missing a constant (2*pi)^d.

  • Added return wrap(NA_REAL); to Rcpp files, in order to avoid warnings during R CMD check.

Reference manual

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install.packages("synlik")

0.1.2 by Matteo Fasiolo, a year ago


http://mfasiolo.github.io/synlik_release


Browse source code at https://github.com/cran/synlik


Authors: Matteo Fasiolo and Simon Wood


Documentation:   PDF Manual  


GPL (>= 2) license


Imports methods, graphics, Matrix, compiler, stats, parallel

Depends on Rcpp

Suggests knitr, stabledist

Linking to Rcpp, RcppArmadillo


See at CRAN