Expand_Temperatures: Adjusting the temperature schedule

Description Usage Arguments Value Author(s) References See Also

View source: R/Expand_Temperatures.R

Description

This function is used to adjust the temperature schedule so that it is more (or less) strict than the original.

Usage

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Expand_Temperatures(
  temperatures,
  loglike,
  rho,
  bisec_tol = .Machine$double.eps^0.25
)

Arguments

temperatures

A vector of length T temperatures for the power posterior temperatures.

loglike

An N by T matrix of log likelihood values corresponding to the samples.

rho

The tolerance for the new temperatures. Temperatures are selected so that the conditional effective sample size (CESS) at each temperature is ρ*N where N is the population size.

bisec_tol

The tolerance for the bisection method used in selecting temperatures. The default is .Machine$double.eps^0.25

Value

A list is returned, containing the following components:

Author(s)

Leah F. South

References

South, L. F., Oates, C. J., Mira, A., & Drovandi, C. (2019). Regularised zero variance control variates for high-dimensional variance reduction. https://arxiv.org/abs/1811.05073

See Also

See evidence for functions to estimate the evidence, VDP for an example and ZVCV for more package details.


ZVCV documentation built on July 2, 2020, 2:38 a.m.