PropStep: Draw a Proposal on a Simplex

In SALTSampler: Efficient Sampling on the Simplex

Description

Given a logit-scaled simplex point y, this function draws a new logit-scaled simplex point. For a specified element, i, a new point is drawn with Gaussian standard deviation h. Then all other elements are rescaled such that they remain on the simplex. The returned value also includes a detailed balance term, dbt, as an attribute.

Usage

PropStep(y, i, h)

Arguments

y	Vector of simplex points on the logit scale
i	Index value for the coordinate in the simplex point vector that should be modified initially
h	Gaussian standard deviation for the proposal distribution

Value

dbt	Detailed balance term

Examples

  #Propose new step from y = c(0.2, 0.3, 0.5)
  y <- c(0.2, 0.3, 0.5)
  PropStep(y = Logit(y), i = 1, h = c(2, 2, 2))

Example output

Loading required package: lattice
[1]  1.249750 -2.395339 -1.821828
attr(,"dbt")
[1] -1.199729

SALTSampler documentation built on May 2, 2019, 11:27 a.m.