calcPostRatio: Calculate the section of the acceptance probabilty pertaining...

In hhau/rjmonopoly: Order Selection of Monotonic Polynomials via Reversible Jump

Description

Calculate the section of the acceptance probabilty pertaining to the posterior distribution of our parameters

Usage

calcPostRatio(gamma_prop, gamma_curr, var_prop, var_curr, Q_full, d_prop,
  d_curr, y_vec, dim_prior_vec, R_inv_full)

Arguments

gamma_prop	Vector containing proposal for Gamma
gamma_curr	Vector containing the current value for Gamma
var_prop	Proposed value for the variance
var_curr	Current value for the variance
Q_full	Full size (n_obs * (d_max + 1)) matrix for Q
d_prop	Proposed polynomial degree
d_curr	Current polynomial degree
y_vec	Vector of y observations
dim_prior_vec	Vector containing prior values for our dimension parameter
R_inv_full	Full size (d_max + 1) * (d_max + 1) basis inverse matrix

Value

A value for the posterior acceptance ratio

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