mvnmh_update: Multivariate normal Metropolis-Hastings update

In fintzij/stemr: Stochastic Epidemic Model Simulation and Estimation

Multivariate normal Metropolis-Hastings update

Description

Multivariate normal Metropolis-Hastings update

Usage

mvnmh_update(
  param_blocks,
  ind,
  iter,
  parmat,
  dat,
  path,
  pathmat_prop,
  tparam,
  census_times,
  flow_matrix,
  stoich_matrix,
  censusmat,
  emitmat,
  param_vec,
  param_inds,
  const_inds,
  tcovar_inds,
  initdist_inds,
  param_update_inds,
  census_indices,
  event_inds,
  measproc_indmat,
  forcing_inds,
  forcing_tcov_inds,
  forcings_out,
  forcing_transfers,
  proc_pointer,
  set_pars_pointer,
  d_meas_pointer,
  do_prevalence,
  step_size,
  svd_d = NULL,
  svd_U = NULL,
  svd_V = NULL
)

Arguments

param_blocks	list of parameter blocks
ind	index of parameter block to be updated
iter	MCMC iteration
dat	data matrix
path	path list
pathmat_prop	matrix for proposed paths
tparam	list of time-varying parameters
flow_matrix	flow matrix
stoich_matrix	stoichiometry matrix
censusmat	census matrix
emitmat	emission matrix
param_vec	parameter vector for use in emission distribution
initdist_inds	indices of initial compartment counts
census_indices	indices where the path should be censused
event_inds	event indices
measproc_indmat	measurement process indices
forcing_inds	forcing indices
forcing_tcov_inds	time varying covariate forcings
forcings_out	matrix with outflow from forcings
forcing_transfers	transfer matrix
proc_pointer	C++ pointer for latent process
d_meas_pointer	C++ pointer for emission distribution
do_prevalence	should prevalence be computed
step_size	initial step size for ODE solvers
svd_d, svd_U, svd_V	SVD objects for LNA, NULL if using the ODE approx
params_cur	matrix with current parameters
params_prop	matrix with proposed parameters
times	vector of census times

Value

update the model parameters, path, and likelihood

fintzij/stemr documentation built on March 25, 2022, 12:25 p.m.