DR: The Delayed Rejection Algorithm

Description Usage Arguments Author(s) References

View source: R/mcmcFrancesco.R

Description

The Delayed Rejection Algorithm (Tierney and Mira, 1999)

Usage

1
2
DR(startValue = NULL, iterations = 10000, nBI = 0, parmin = NULL,
  parmax = NULL, f1 = 1, f2 = 0.5, FUN)

Arguments

startValue

vector with the start values for the algorithm. Can be NULL if FUN is of class BayesianSetup. In this case startValues are sampled from the prior.

iterations

iterations to run

nBI

number of burnin

parmin

minimum values for the parameter vector or NULL if FUN is of class BayesianSetup

parmax

maximum values for the parameter vector or NULL if FUN is of class BayesianSetup

f1

scaling factor for first proposal

f2

scaling factor for second proposal

FUN

function to be sampled from or object of class bayesianSetup

Author(s)

Francesco Minunno

References

Tierney, Luke, and Antonietta Mira. "Some adaptive Monte Carlo methods for Bayesian inference." Statistics in medicine 18.1718 (1999): 2507-2515.


BayesianTools documentation built on Dec. 10, 2019, 1:08 a.m.