Description Usage Arguments Value References
Updates all of the parameters using a single Metropolis-Hastings step, such that the
baseline cancels out in the MH ratio, using the marginalisation identity of Chib (1995).
If npart > 1
, then multiple MCMC chains will be executed independently in parallel using OpenMP.
This means that all functions used for the proposal distributions and to evaluate the MH ratio
need to be thread-safe. Specifically, no calls to R::rnorm
, R::dnorm
, nor their
Rcpp equivalents, can be made from within the parallel portion of the code.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 | marginalMetropolisUpdate(
spectra,
n,
conc,
wavelengths,
peakWL,
betaMx,
scaleMx,
sigma,
expMx,
baselines,
sd_mh,
priors
)
|
spectra |
|
n |
number of observations to use in calculating the likelihood |
conc |
Vector of |
wavelengths |
Vector of |
peakWL |
Vector of locations for each peak (cm^-1) |
betaMx |
|
scaleMx |
|
sigma |
Vector of |
expMx |
|
baselines |
|
sd_mh |
Vector of |
priors |
List of hyperparameters for the prior distributions. |
The number of RWMH proposals that were accepted.
Chib (1995) "Marginal Likelihood from the Gibbs Output," JASA 90(432): 1313–1321, doi: 10.1080/01621459.1995.10476635
Rosenthal (2000) "Parallel computing and Monte Carlo algorithms" Far East J. Theor. Stat. 4(2): 207–236, URL: https://www.pphmj.com/abstract/1961.htm
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