cPseudoMaRg: Constructs a Correlated Pseudo-Marginal Sampler
The primary function makeCPMSampler() generates a sampler function which performs the correlated pseudo-marginal method of Deligiannidis, Doucet and Pitt (2017) <arXiv:1511.04992>. If the 'rho=' argument of makeCPMSampler() is set to 0, then the generated sampler function performs the original pseudo-marginal method of Andrieu and Roberts (2009) <doi:10.1214/07-AOS574>. The sampler function is constructed with the user's choice of prior, parameter proposal distribution, and the likelihood approximation scheme. Note that this algorithm is not automatically tuned–each one of these arguments must be carefully chosen.
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