PlotLogObj: Plot a trace of the Log of Objective function values

Description Usage Arguments Value Author(s) References See Also Examples

Description

Plot a trace of the Log of Objective function values, burn-in for convergence evaluation purposes.

Usage

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PlotLogObj(info, from=0, to=length(info$Us))

Arguments

info

as returned from Runtwalk.

from

iteration number to start ploting (from=0 begings at initialization point).

to

last iteration to plot.

Value

NULL

Author(s)

J Andres Christen (CIMAT, Guanajuato, MEXICO).

References

Christen JA and Fox C (2010). A general purpose sampling algorithm for continuous distributions (the t-walk)., Bayesian Analysis, 5 (2), 263-282. URL: http://ba.stat.cmu.edu/journal/2010/vol05/issue02/christen.pdf

See Also

Runtwalk for running the twalk.

Examples

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#### We first load the twalk package:
library(Rtwalk)



#### A ver simple inline example, 4 independent normals N(0,1):
######        dimension,  num of it, -log of objective function besides a const, support,
info <- Runtwalk( dim=4,  Tr=1000,  Obj=function(x) { sum(x^2)/2 }, Supp=function(x) { TRUE },
	x0=runif(4, min=20, max=21), xp0=runif(4, min=20, max=21)) 
####  and two (intentionally bad) initial points

### or plot the log of the objective
PlotLogObj(info)

Rtwalk documentation built on May 2, 2019, 3:45 a.m.

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