metropolis_hastings: Instantiate metropolis_hastings object and set initial...

Description Usage Arguments Value

View source: R/metropolis_hastings.R

Description

This is an S3 object constructor helper function for class metropolis_hastings which inherit from markov_chain class

Usage

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metropolis_hastings(initial_params, log_target_density,
  log_proposal_density, proposal_sampler)

Arguments

initial_params,

numeric for initial state of chain, list for multiple named parameters

log_target_density,

the log target density for the MH algorithm, i.e. the log density for the stationary distribution of the Markov Chain

log_proposal_density,

log density function for parameter proposals

proposal_sampler,

distribution function to sample new parameter proposals

Value

metropolis_hastings object


JTT94/cpmmc documentation built on May 14, 2019, 12:08 p.m.