gmjmcmc.transition: Subalgorithm for generating a new population of features in...

In jonlachmann/GMJMCMC: Genetically Modified Mode Jumping MCMC

Subalgorithm for generating a new population of features in GMJMCMC

Description

Subalgorithm for generating a new population of features in GMJMCMC

Usage

gmjmcmc.transition(
  S.t,
  F.0,
  data,
  loglik.alpha,
  marg.probs.F.0,
  marg.probs,
  labels,
  probs,
  params
)

Arguments

S.t	The current population of features
F.0	The initial population of features, i.e. the bare covariates
data	The data used in the model, here we use it to generate alphas for new features
loglik.alpha	The log likelihood function to optimize the alphas for
marg.probs.F.0	The marginal inclusion probabilities of the initial population of features
marg.probs	The marginal inclusion probabilities of the current features
labels	Variable labels for printing
probs	A list of the various probability vectors to use
params	A list of the various parameters for all the parts of the algorithm

Value

The updated population of features, that becomes S.t+1

jonlachmann/GMJMCMC documentation built on April 22, 2024, 4:21 a.m.