reflectionmaximal4_rwmh_synchronous_coupling: Reflection maximal coupling of four RWM proposals

In jeremyhengjm/UnbiasedMultilevel: Unbiased estimators for discretized models

Description

Generate RWM proposals for four chains via reflection maximal coupling of all four chains

Usage

reflectionmaximal4_rwmh_synchronous_coupling(
  chain_state_coarse1,
  chain_state_coarse2,
  chain_state_fine1,
  chain_state_fine2,
  identical_coarse,
  identical_fine,
  tuning_coarse,
  tuning_fine
)

Arguments

chain_state_coarse1	a vector with coordinates of the first particle at the coarse level
chain_state_coarse2	a vector with coordinates of the second particle at the coarse level
chain_state_fine1	a vector with coordinates of the first particle at the fine level
chain_state_fine2	a vector with coordinates of the second particle at the fine level
identical_coarse	a flag that is True if chains at the coarse level are identical (coincide) and False otherwise
identical_fine	a flag that is True if chains at the fine level are identical (coincide) and False otherwise
tuning_coarse	a list that contains parameters needed for genertaion of RWm proposal at the fine level: standard devation

Value

a list that contains state of the first chain at the coarse level, state of the second chain at the coarse level, state of the second chain, updated value of the flag "identical", cost of proposal generation

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