mh_da_step_bglr: Delayed-acceptance MH for symmetric kernel.

In bonStats/smcdar: Delayed-acceptance SMC

Description

Uses http://aimsciences.org//article/doi/10.3934/fods.2019005

Usage

mh_da_step_bglr(
  new_particles,
  old_particles,
  var,
  temp,
  loglike,
  pre_trans = identity,
  time_on = T,
  approx_ll_weights = NULL,
  mvn_step_scale = NULL,
  reg_warnings = T
)

Arguments

new_particles	Locations for proposed new particles.
old_particles	Locations for current/old particles.
var	Empirical variance for Mahalanobis distance calculation.
temp	Current SMC temperature.
loglike	Generic log-likelihood interface. Vectorised!
pre_trans	Pre-transformation for approximate log-likelihood.
time_on	Logical. Should computation time be recorded?
approx_ll_weights	Weights for approximate likelihood.
mvn_step_scale	Step scale used for to generate each proposed particle.
reg_warnings	Print regression warnings.

Details

Assumes symmetric or independent kernel.

Value

List.

bonStats/smcdar documentation built on Dec. 19, 2021, 10:47 a.m.