R/synchronous2_rwmh_coupling.R

In jeremyhengjm/UnbiasedMultilevel: Unbiased estimators for discretized models

#' @rdname synchronous2_rwmh_coupling
#' @title Synchronous coupling of RWM proposals for two chains
#' @description Generation of two RWM proposals based on the common Gaussian increment
#' @param chain_state1 a vector with position of the first particle
#' @param chain_state2 a vector with position of the second particle
#' @param identical a boolean variable, that takes value "True" if particles are at the same position and 
#' @param tuning a list that contains parameters required for RWM: standard deviation
#'@return list that contains updated states of the first and the second particles, updatd value of identical flag and the cost of calculations
#'@export

synchronous2_rwmh_coupling <- function(chain_state1, chain_state2, identical, tuning){

  cost = 0  # cost of proposal generation
  # tuning parameters that define autoregressive proposal
  proposal_sd <- tuning$proposal_sd

  # sample common Gaussian increment
  noise <- rnorm(dimension)

  # sample proposals of fine chains
  state1 <- chain_state1 + proposal_sd * noise
  state2 <- chain_state2 + proposal_sd * noise

  # if chains are identical, they stay together;
  # if chains are not identical, the synchronous coupling cannot allow them to be

  return(list(state1 = state1, state2 = state2, identical = identical, cost = cost))

}