MCMC.add.samples: Add samples to an existing chain.

In adaptMCMC: Implementation of a Generic Adaptive Monte Carlo Markov Chain Sampler

Add samples to an existing chain.

Description

Add samples to an existing chain produced by MCMC or MCMC.parallel.

Usage

MCMC.add.samples(MCMC.object, n.update, ...)

Arguments

MCMC.object	a list produced by MCMC or MCMC.parallel with option list = TRUE.
n.update	number of additional samples.
...	further arguments passed to p.

Details

Only objects generated with the option list = TRUE can be updated.

A list of chains produced by MCMC.parallel can be updated. However, the calculations are not performed in parallel (i.e. only a single CPU is used).

Value

A updated version of MCMC.object.

Author(s)

Andreas Scheidegger, [e-mail] or [e-mail]

See Also

MCMC, MCMC.parallel

Examples

## ----------------------
## Banana shaped distribution

## log-pdf to sample from
p.log <- function(x) {
  B <- 0.03                              # controls 'bananacity'
  -x[1]^2/200 - 1/2*(x[2]+B*x[1]^2-100*B)^2
}


## ----------------------
## generate 200  samples

samp <- MCMC(p.log, n=200, init=c(0, 1), scale=c(1, 0.1),
               adapt=TRUE, acc.rate=0.234, list=TRUE)


## ----------------------
## add 200 to the existing chain
samp <- MCMC.add.samples(samp, n.update=200)

str(samp)

adaptMCMC documentation built on June 24, 2024, 9:08 a.m.