MH_accept_MRW: Calculate the acceptance probability of a Metropolis-Hastings...

In IanniMuliterno/EpidemicR: Stochastic modelling and inference for epidemics.

Description

This function calculates alpha, the acceptance probability of a MH step, for a multiplicative random walk, which is where proposals are made on the log scale. It assumes a Gamma prior on the parameter of interest.

Usage

MH_accept_MRW(llh, llh.prime, nu.prior, lambda.prior, param.cur,
  param.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.
nu.prior	Assuming a Gamma prior on the parameter in question, the value of the parameter nu in that prior.
lambda.prior	Assuming a Gamma prior on the parameter in question, the value of the parameter lambda in that prior.
param.cur	The current value of the parameter of interest.
param.prime	The proposed value of the parameter of interest.

Value

Returns the min(1, alpha).

Examples

MH_accept_MRW(llh, llh.prime, nu.beta, lambda.beta, beta.cur, beta.prime)

IanniMuliterno/EpidemicR documentation built on Oct. 30, 2019, 7:18 p.m.