calcPropRatio: Calculate the part of the acceptance probability pertaining...

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

Description

Calculate the part of the acceptance probability pertaining to the proposal distributions. This function will make absolutely no sense unless looked at after one has consulted the maths.

Usage

calcPropRatio(gamma_k_prime_prop, k_prime_init, innov_sigma, d_prop, d_curr,
  d_min, d_max, var_prop, var_curr, innov_sd_var)

Arguments

gamma_k_prime_prop	proposed value of gamma from the additional dimension
k_prime_init	mean value for the independent proposal we are using for the additional regression parameter
innov_sigma	innovation variance that pertains to the gamma proposal
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
innov_sd_var	innovation variance pertaining to the variance proposal

Value

A value for the proposal acceptance ratio

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