Description Usage Arguments Value
View source: R/DA-run-smc-da.R
Run SMC sampler with DA (or possibly not DA methods)
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 | run_smc_da(
num_p,
step_scale_set,
use_da,
use_approx = F,
start_from_approx = F,
refresh_ejd_threshold,
par_start,
log_prior,
log_like,
log_like_approx,
log_like_approx_comps = NULL,
draw_prior,
start_from_approx_fit,
calibrate_approx_likelihood,
find_best_step_scale,
max_anneal_temp = 1,
max_mh_steps = 50,
use_robust_cov = F,
save_post_interface,
cores = 1L,
verbose = F,
...
)
|
num_p |
Number of particles. |
step_scale_set |
Set of scales used in MVN kernel. |
use_da |
Logical. Use Delayed-acceptance? |
use_approx |
Logical. Use approximate likelihood? |
start_from_approx |
Logical. Start from approximate likelihood the transition to full with delayed-acceptance? |
refresh_ejd_threshold |
Distance required to travel for expected jumping distance. |
par_start |
Approximate likelihood optimisation parameter starting value. |
log_prior |
Function for log-prior. |
log_like |
Function for (full) log-likelihood. |
log_like_approx |
Function for approximate log-likelihood. |
log_like_approx_comps |
Function for approximate log-likelihood that returns components. |
draw_prior |
Function to draw random sample from prior. |
start_from_approx_fit |
SMC object (list) with approximate fit if start_from_approx is TRUE. |
calibrate_approx_likelihood |
Function to optimise perform calibration of approximate likelihood within DA. |
find_best_step_scale |
Function to find best step scale. |
max_anneal_temp |
Temperature to anneal likelihood (posterior) to. Max 1. |
max_mh_steps |
Maximum allowable cycles per mutation step. |
use_robust_cov |
Should the covariance be calculated by |
save_post_interface |
Logical. Should the memoised interface to the likelihood functions be returned (very large). |
cores |
Number of cores. |
verbose |
Logical. Should the SMC iterations update be printed to console? |
... |
Arguments to be passed to functions. |
A list
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