accept_ratio: Acceptance ratio for Hastings-Metropolis simulated MCMC...

In EntropyMCMC: MCMC Simulation and Convergence Evaluation using Entropy and Kullback-Leibler Divergence Estimation

Description

Internal function for the package EntropyMCMC, computes the acceptance ratio required in the definition of any Hastings-Metropolis algorithm.

Usage

accept_ratio(x, y, target, q_pdf, f_param, q_param, symmetric = FALSE)

Arguments

x	The current position.
y	The next (proposal) position.
target	The target density for which the MCMC algorithm is defined; may be given only up to a multiplicative constant for most MCMC. Target must be a function such as the multidimensional gaussian target_norm(x,param).
q_pdf	The density of the proposal.
f_param	A list holding all the necessary target parameters, consistent with the target definition.
q_param	A list holding all the necessary parameters for the proposal density of the MCMC algorithm mcmc_algo.
symmetric	If TRUE, the proposal q_pdf is symmetric which simplifies the acceptance ratio compuatation

Details

The accept_ratio is used to decide whether to accept or reject a candidate y. The acceptance ratio indicates how probable the new proposed candidate is with respect to the current candidate x, according to the distribution target.

Value

accept_ratio returns a real value alpha, which indicates the computed value of the current accept_ratio.

Author(s)

Didier Chauveau, Houssam Alrachid.

EntropyMCMC documentation built on May 2, 2019, 6:43 a.m.