Accept_proposal: Determine whether we accept the proposed poserior sample at...

View source: R/RcppExports.R

Accept_proposalR Documentation

Determine whether we accept the proposed poserior sample at one step of MCMC.

Description

Determine whether the proposed poserior sample is accepted at one step of MCMC.

Usage

Accept_proposal(r)

Arguments

r

r is a real number calculated by the ratio of posterior distribution with a new proposed sample of parameters and the posterior distribution with the current parameters.

Value

A bool value. If it is true, the proporsed sample gets accepted; if not, it gets rejected.

Author(s)

Mengyang Gu [aut, cre]

Maintainer: Mengyang Gu <mengyang@pstat.ucsb.edu>

References

Mengyang Gu. (2016). Robust Uncertainty Quantification and Scalable Computation for Computer Models with Massive Output. Ph.D. thesis. Duke University.


RobustCalibration documentation built on Sept. 19, 2022, 1:06 a.m.