mcmcChain: MCMC Chain

In csgillespie/abcpmcmc: Scalable Inference for Markov Processes with Intractable Likelihoods

Description

A function which does the set up work for a particle MCMC chain, returning a function which can be used to run the chain given some initial parameter values, a number of iterations and an amount to thin samples by.

Usage

mcmcChain(proposalVariance, dataLikelihood, nParticles, xPrior, data, simulator)

Arguments

proposalVariance	The covariance matrix to be used in the Gaussian random walk proposal
dataLikelihood	A function which calculates the data likelihood
nParticles	The number of particles to be used in the particle filter
xPrior	A function which returns samples from the prior distribution on the states
data	The observed data, as a matrix
simulator	The model simulator to be used for advancing the state of the system given some rate parameters

Value

A fucntion whihc runs a particle MCMC chain

csgillespie/abcpmcmc documentation built on May 14, 2019, 12:11 p.m.