mjmcmc: Main algorithm for MJMCMC

In jonlachmann/GMJMCMC: Genetically Modified Mode Jumping MCMC

Main algorithm for MJMCMC

Description

Main algorithm for MJMCMC

Usage

mjmcmc(data, loglik.pi, N = 100, probs = NULL, params = NULL, sub = FALSE)

Arguments

data	A matrix containing the data to use in the algorithm, first column should be the dependent variable, second should be the intercept and the rest of the columns should be the independent variables.
loglik.pi	The (log) density to explore
N	The number of iterations to run for
probs	A list of the various probability vectors to use
params	A list of the various parameters for all the parts of the algorithm
sub	An indicator that if the likelihood is inexact and should be improved each model visit (EXPERIMENTAL!)

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