Description Usage Arguments Value
Calculate the acceptance probability for a preposal, whilst enforcing monotoncity.
1 2 3 | calcAcceptProb(gamma_prop, gamma_curr, d_prop, d_curr, d_min, d_max, var_prop,
var_curr, Q_full, full_inits, y_vec, innov_sigma, dim_prior_vec,
innov_sd_var = innov_sd_var, R_inv_full)
|
gamma_prop |
Vector containing proposal for Gamma |
gamma_curr |
Vector containing the current value for Gamma |
d_prop |
proposed polynomial degree |
d_curr |
current polynomial degree |
d_min |
minimum allowable polynomial degree |
d_max |
maximum allowable polynomial degree |
var_prop |
proposed variance |
var_curr |
current variance |
Q_full |
Full size (n_obs * (d_max + 1)) matrix for Q |
full_inits |
full set of initial gamma values from the MonoPoly::monpol fit |
y_vec |
Vector of y observations |
innov_sigma |
innovation variance that pertains to the gamma proposal |
dim_prior_vec |
Vector containing prior values for our dimension parameter |
innov_sd_var |
innovation variance pertaining to the variance proposal |
R_inv_full |
Full size (d_max + 1) * (d_max + 1) basis inverse matrix |
An acceptance probability
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