synchronous2_pcn_coupling: Synchronous coupling of pCN proposals for two chains

In jeremyhengjm/UnbiasedMultilevel: Unbiased estimators for discretized models

Description

Generation of two pCN proposals based on the common Gaussian increment

Usage

synchronous2_pcn_coupling(chain_state1, chain_state2, identical, tuning)

Arguments

chain_state1	a vector with position of the first particle
chain_state2	a vector with position of the second particle
identical	a boolean variable, that takes value "True" if particles are at the same position and
tuning	a list that contains parameters required for pCN: standard deviation and rho

Value

list that contains updated states of the first and the second particles, updatd value of identical flag and the cost of calculations

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