decide: Makes the Metropolis-Hastings acceptance decision, based upon...

View source: R/MCMC_utils.R

decideR Documentation

Makes the Metropolis-Hastings acceptance decision, based upon the input (log) Metropolis-Hastings ratio


This function returns a logical TRUE/FALSE value, indicating whether the proposed transition should be accepted (TRUE) or rejected (FALSE).





The log of the Metropolis-Hastings ratio, which is calculated from model probabilities and forward/reverse transition probabilities. Calculated as the ratio of the model probability under the proposal to that under the current values multiplied by the ratio of the reverse transition probability to the forward transition probability.


The Metropolis-Hastings accept/reject decisions is made as follows. If logMetropolisRatio is greater than 0, accept (return TRUE). Otherwise draw a uniform random number between 0 and 1 and accept if it is less that exp(logMetropolisRatio. The proposed transition will be rejected (return FALSE). If logMetropolisRatio is NA, NaN, or -Inf, a reject (FALSE) decision will be returned.


Daniel Turek

nimble documentation built on July 9, 2023, 5:24 p.m.