Accept_proposal: Determine whether we accept the proposed poserior sample at...
In RobustCalibration: Robust Calibration of Imperfect Mathematical Models
Accept_proposal R 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 June 22, 2024, 10:37 a.m.
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| Accept_proposal | R 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.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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