mh_step: MH for symmetric kernel.

In bonStats/smcdar: Delayed-acceptance SMC

Description

Assumes symmetric or independent kernel.

Usage

mh_step(new_particles, old_particles, var, temp, loglike, type, time_on = 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!
type	Which log-likelihood to use. approx or full
time_on	Logical. Should computation time be recorded?

Value

List.

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