Description Usage Arguments Value Author(s) References See Also
View source: R/Expand_Temperatures.R
This function is used to adjust the temperature schedule so that it is more (or less) strict than the original.
1 2 3 4 5 6  Expand_Temperatures(
temperatures,
loglike,
rho,
bisec_tol = .Machine$double.eps^0.25
)

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 
A list is returned, containing the following components:
temperatures_all
: The new set of temperatures of length tau.
relevant_samples
: A vector of length tau containing indices to show which particle sets the new temperatures are based on.
logw
: An N by tau matrix of log normalised weights of the particles
Leah F. South
South, L. F., Oates, C. J., Mira, A., & Drovandi, C. (2019). Regularised zero variance control variates for highdimensional variance reduction. https://arxiv.org/abs/1811.05073
See evidence
for functions to estimate the evidence, VDP
for an example and ZVCV for more package details.
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