synchronous2_hmc_coupling: Syncronous coupling of two HMC proposals

Description Usage Arguments Value

View source: R/synchronous2_hmc_coupling.R

Description

Sampling of common momentum for both particles and leapfrog integration

Usage

1
synchronous2_hmc_coupling(level, chain_state1, chain_state2, identical, tuning)

Arguments

level

an integer number that determines probability distribution in the multi-level approach

chain_state1

a vector with the position of the first particle

chain_state2

a vector with the position of the second particle

identical

a boolean variable takes the value True if two chains coincide and False otherwise

tuning

a list that contains parameters required for leapfrog integration: stepsize and number os steps

Value

a list with updated values of the states of the first and the second chain, velocites of each of the particles, initial velocity (random sample from normal distribution), updated value of the "identical" flag and cost of computations


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