McmcOptions-class: 'McmcOptions'

In Roche/crmPack: Object-Oriented Implementation of CRM Designs

McmcOptions

Description

McmcOptions is a class for the three canonical MCMC options as well as Random Number Generator settings.

Usage

McmcOptions(
  burnin = 10000L,
  step = 2L,
  samples = 10000L,
  rng_kind = NA_character_,
  rng_seed = NA_integer_
)

.DefaultMcmcOptions()

Arguments

burnin	(count) number of burn-in iterations which are not saved.
step	(count) only every step-th iteration is saved after the burn-in.
samples	(count) number of resulting samples.
rng_kind	(string) the name of the RNG type. Possible types are: Wichmann-Hill, Marsaglia-Multicarry, Super-Duper, Mersenne-Twister. If it is NA (default), then the RNG kind will be chosen by ⁠[rjags⁠].
rng_seed	(number) RNG seed corresponding to chosen rng_kind. It must be an integer value or NA (default), which means that the seed will be chosen by ⁠[rjags⁠].

Slots

iterations

(count)
number of MCMC iterations.

burnin

(count)
number of burn-in iterations which are not saved.

step

(count)
only every step-th iteration is saved after the burnin. In other words, a sample from iteration ⁠i = 1,...,iterations⁠, is saved if and only if ⁠(i - burnin) mod step = 0⁠.
For example, for iterations = 6, burnin = 0 and step = 2, only samples from iterations ⁠2,4,6⁠ will be saved.

rng_kind

(string)
a Random Number Generator (RNG) type used by rjags. It must be one out of the following four values: base::Wichmann-Hill, base::Marsaglia-Multicarry, base::Super-Duper, base::Mersenne-Twister, or NA_character_. If it is NA_character_ (default), then the RNG kind will be chosen by rjags.

rng_seed

(number)
a Random Number Generator (RNG) seed used by rjags for a chosen rng_kind. It must be an integer scalar or NA_integer_, which means that the seed will be chosen by rjags.

Note

Typically, end users will not use the .DefaultMcmcOptions() function.

Examples

# Set up MCMC option in order to have a burn-in of 10000 iterations and
# then take every other iteration up to a collection of 10000 samples.
McmcOptions(burnin = 10000, step = 2, samples = 10000)

Roche/crmPack documentation built on April 30, 2024, 3:19 p.m.