MH_accept: Calculate the acceptance probability of a Metropolis-Hastings...
In BenjamenSimon/EpidemicR: Stochastic modelling and inference for epidemics.
Description
Usage
Arguments
Value
Examples
Description
This function calculates alpha, the acceptance probability of a MH step, for a random walk or similar where the proposal is
symmetric so cancels and one is left with a ratio of likelihoods.
Usage
1
MH_accept(llh, llh.prime)
Arguments
llh
The value of the log-likelihood with the current value of the paramter in question.
llh.prime
The value of the log-likelihood with the newly drawn value of the paramter in question.
Value
Returns the min(1, ratio of likelihoods).
Examples
1
MH_accept(llh, llh.prime)
BenjamenSimon/EpidemicR documentation built on March 23, 2020, 11:03 p.m.
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Description Usage Arguments Value Examples
Description
This function calculates alpha, the acceptance probability of a MH step, for a random walk or similar where the proposal is symmetric so cancels and one is left with a ratio of likelihoods.
Usage
1 | MH_accept(llh, llh.prime)
|
Arguments
llh |
The value of the log-likelihood with the current value of the paramter in question. |
llh.prime |
The value of the log-likelihood with the newly drawn value of the paramter in question. |
Value
Returns the min(1, ratio of likelihoods).
Examples
1 | MH_accept(llh, llh.prime)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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