synchronous4_pcn_coupling: Syncronous coupling of four pCN proposals

In jeremyhengjm/UnbiasedMultilevel: Unbiased estimators for discretized models

Description

Sampling of common increment for all four particles

Usage

synchronous4_pcn_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 the position of the first particle at the coarse level (level - 1)
chain_state_coarse2	a vector with the position of the second particle at the coarse level (level - 1)
chain_state_fine1	a vector with the position of the first particle at the fine level (level)
chain_state_fine2	a vector with the position of the second particle at the fine level (level)
identical_coarse	a boolean variable takes the value True if two chains at the coarse level coincide and False otherwise
identical_fine	a boolean variable takes the value True if two chains at the fine level coincide and False otherwise
tuning_coarse	a list that contains parameters required for pCN proposal generation at the coarse level: standard deviation and rho
tuning_fine	a list that contains parameters required for pCN proposal generation at the fine level: standard deviation and rho

Value

a list with updated values of states of the first and the second chain at the coarse level, updated values of states of the first and the second chain at the fine level, updated value of the "identical_coarse" flag, updated value of the "identical_fine" flag and cost of computations

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