coupled2_pcn_kernel: pCN kernel for two coupled chains

In jeremyhengjm/UnbiasedMultilevel: Unbiased estimators for discretized models

Description

generation of coupled proposals + accept/reject step

Usage

coupled2_pcn_kernel(
  level,
  state1,
  state2,
  identical,
  tuning,
  proposal_coupling
)

Arguments

level	an integer that determines probability distribution
state1	a list with state of the first chain
state2	a list with state of the second chain
identical	a boolean variable that is True if chains are identical and False otherwise
tuning	a list of parameters neeeded for pCN (standatd deviation and rho)
proposal_coupling	function that determing proposal coupling

Value

a list that contains states of two chains, updated value of the flag "identical" and cost of computations

jeremyhengjm/UnbiasedMultilevel documentation built on Dec. 20, 2021, 11:03 p.m.