Code to produce figures using in Unbiased Smoothing using Particle Independent Metropolis–Hastings. Package can be installed through downloading the repository, opening coupled_pimh.Rproj in RStudio and running devtools::document(). Further details of installing a package from Github can be found here. Three models are provided - linear-Gaussian state space model, stochastic volatility and Markov jump process - as well as some example code for SMC samplers.

It is recommended to begin by running

'inst/reproduce/stochastic_kinetic/stochastic_kinetic_plot_state.R'

to gain unbiased estimates of smoothing distributions for the Markov jump process.