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dvats / mcmcse

Markov chain Monte Carlo Standard Errors
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Merging the work done in GSoC 2021 #3

Closed kushagragpt99 closed 3 years ago

kushagragpt99 commented 3 years ago

A summary of the major tasks completed -

  1. Implementing a new batchSize function in cpp which is faster and more stable than the previous implementation. Also, adding constraints on batch size to ensure mathematical and numerical consistency.
  2. Creating a new S3 class called mcmcse for the output of this package, and converting existing functions to methods for this class.
  3. Improving the numerical and mathematical stability of the functions of the package. We focused more on mcse.multi & multiESS which are the most popular functions of the package.
  4. Modifying the errors and changing the response to warnings added to ensure theoretical consistency in the package.
  5. Writing cpp code for the computationally heavy functions of the package. We focused on translating R functions to Rcpp.
  6. Writing Roxygen comments for functions to improve documentation and package building.
  7. Writing testthat to test various functionalilites of the package.
  8. Updating the vignette of the package to reflect changes made during GSoC and replce the running example to an actual MCMC.
  9. Streamlining the existing code and removing minor inconsistencies.