'Moreau-Yosida' Importance Sampling for Statistical Inference

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Documentation for package ‘MYIS’ version 0.1.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

batch_means_cov	Compute Batch-Means Asymptotic Covariance Matrix
build_negative_log_posterior	Construct Negative Log-Posterior Potential Function
effective_sample_size_is	Compute Importance Sampling Effective Sample Size
my_envelope	Moreau-Yosida Envelope and Proximal Mapping Computation
my_is_estimate	Moreau-Yosida MCMC Importance Sampling Estimator
plot.myis	Diagnostic Plots for Moreau-Yosida Importance Sampling
print.myis	Print Moreau-Yosida Importance Sampling Results
print.summary.myis	Print Summary of Moreau-Yosida Importance Sampling Object
safe_exp	Numerically Safe Exponential
safe_log	Numerically Safe Logarithm
sample_pi_lambda_hmc	Hamiltonian Monte Carlo targeting Moreau-Yosida Density
sample_pi_lambda_mala	Metropolis-Adjusted Langevin Algorithm targeting Moreau-Yosida Density
sample_pi_lambda_rwm	Random Walk Metropolis targeting Moreau-Yosida Density
summary.myis	Summary of Moreau-Yosida Importance Sampling Object
weighted_quantiles	Compute Weighted Quantiles (Chen and Shao Method)