inst/doc/faq.R

In mcmcensemble: Ensemble Sampler for Affine-Invariant MCMC

## ----include = FALSE----------------------------------------------------------
knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>"
)

## ----setup--------------------------------------------------------------------
library(mcmcensemble)

## ----eval = require("coda")---------------------------------------------------
## a 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
}

unif_inits <- data.frame(
  a = runif(10, min = -10, max = -5),
  b = runif(10, min = -10, max = -5)
)

set.seed(20201209)

res1 <- MCMCEnsemble(
  p.log,
  inits = unif_inits,
  max.iter = 3000, n.walkers = 10,
  method = "stretch",
  coda = TRUE
)

summary(res1$samples)

## ----eval = identical(Sys.getenv("IN_PKGDOWN"), "true")-----------------------
# plot(res1$samples)

## -----------------------------------------------------------------------------
res2 <- MCMCEnsemble(
  p.log,
  inits = unif_inits,
  max.iter = 3000, n.walkers = 10,
  method = "differential.evolution",
  coda = TRUE
)

summary(res2$samples)

## ----eval = identical(Sys.getenv("IN_PKGDOWN"), "true")-----------------------
# plot(res2$samples)

## -----------------------------------------------------------------------------
p.log.restricted <- function(x) {

  if (any(x < 0, x > 1)) {
    return(-Inf)
  }

  B <- 0.03 # controls 'bananacity'
  -x[1]^2 / 200 - 1 / 2 * (x[2] + B * x[1]^2 - 100 * B)^2
}

unif_inits <- data.frame(
  a = runif(10, min = 0, max = 1),
  b = runif(10, min = 0, max = 1)
)

res <- MCMCEnsemble(
  p.log.restricted,
  inits = unif_inits,
  max.iter = 3000, n.walkers = 10,
  method = "stretch",
  coda = TRUE
)
summary(res$samples)

## ----eval = identical(Sys.getenv("IN_PKGDOWN"), "true")-----------------------
# plot(res$samples)

## -----------------------------------------------------------------------------
prior.log <- function(x) {
 dunif(x, log = TRUE)
}

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

posterior.log <- function(x) {
  sum(prior.log(x)) + lkl.log(x)
}

res <- MCMCEnsemble(
  posterior.log,
  inits = unif_inits,
  max.iter = 5000, n.walkers = 10,
  method = "stretch",
  coda = TRUE
)
summary(res$samples)

## ----eval = identical(Sys.getenv("IN_PKGDOWN"), "true")-----------------------
# plot(res$samples)