calcAcceptProb: Calculate the acceptance probability for a preposal, whilst...

Description Usage Arguments Value

Description

Calculate the acceptance probability for a preposal, whilst enforcing monotoncity.

Usage

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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)

Arguments

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

Value

An acceptance probability


hhau/rjmonopoly documentation built on May 17, 2019, 4:01 p.m.