twocoin: Two-coin algorithm: implements the Portkey algorithm for beta...

In dvats/portkey: Bernoulli Factory MCMC: Portkey Two-Coin Algorithm for Markov Chain Monte Carlo

Description

Two-coin algorithm: implements the Portkey algorithm for beta = 1.

Usage

twocoin(prop, curr, pf, Cprop, Ccurr, ...)

Arguments

prop	The proposed value in the MCMC step
curr	The current value in the MCMC step
pf	A function that produces a Bern(p) realization, with argument value for the state of the Markov chain
Cprop	Upper bound for the target density at proposed value
Ccurr	Upper bound for the target density current value
...	additional arguments that go into pf

Value

a variable x which is either curr or prop and integer loops that returns the number of loops the Bernoulli factory took

dvats/portkey documentation built on Oct. 16, 2020, 12:40 a.m.