mjmcmc.loop: The main loop for the MJMCMC algorithm, used in both MJMCMC...

In jonlachmann/GMJMCMC: Genetically Modified Mode Jumping MCMC

The main loop for the MJMCMC algorithm, used in both MJMCMC and GMJMCMC

Description

The main loop for the MJMCMC algorithm, used in both MJMCMC and GMJMCMC

Usage

mjmcmc.loop(data, complex, loglik.pi, model.cur, N, probs, params, sub = F)

Arguments

data	The data to use
complex	The complexity measures of the data
loglik.pi	The (log) density to explore
model.cur	The model to start the loop at
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!)

Value

A list containing the visited models, the models visited during local optimisation, the acceptance count and the best critical value encountered.

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