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

Description Usage Arguments Value

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

1
2
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.