run_smc_da: Run SMC sampler with DA (or possibly not DA methods)

Description Usage Arguments Value

View source: R/DA-run-smc-da.R

Description

Run SMC sampler with DA (or possibly not DA methods)

Usage

 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,
  ...
)

Arguments

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 robust_mean_cov. Defaults to FALSE or equivalently cov.wt.

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.

Value

A list


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