run_MCMC_DA: run MCMC with data augmentation to fit parameters to data

View source: R/households.R

run_MCMC_DAR Documentation

run MCMC with data augmentation to fit parameters to data

Description

run MCMC with data augmentation to fit parameters to data

Usage

run_MCMC_DA(fit_parnames, nbIteration, randomWalkSD, currentParameter, data)

Arguments

fit_parnames

vector of names of parameter(s) to be fitted

nbIteration

number of iterations for which to run MCMC

randomWalkSD

vector containing standard deviations of proposal distributions for each fitted parameter

currentParameter

named vector of parameter values at which to start fitting

data

data for fitting, where each row is a cluster

Value

list with the elements storedParameter: matrix of fitted parameter values for each iteration logLik: log likelihood for each iteration acceptance_rate_parameters: proportion of proposed values that were accepted, for each fitted parameter acceptance_rate_DA: proportion of proposed data augmentation values that were accepted


c97sr/learnidd documentation built on Jan. 12, 2025, 4:24 p.m.