mjmcmc.prop: Subalgorithm for generating a proposal and acceptance...

mjmcmc.propR Documentation

Subalgorithm for generating a proposal and acceptance probability in (G)MJMCMC

Description

Subalgorithm for generating a proposal and acceptance probability in (G)MJMCMC

Usage

mjmcmc.prop(
  data,
  loglik.pi,
  model.cur,
  complex,
  pip_estimate,
  probs,
  params,
  visited.models = NULL
)

Arguments

data

The data to use in the algorithm

loglik.pi

The the (log) density to explore

model.cur

The current model to make the proposal respective to

complex

The complexity measures used when evaluating the marginal likelihood

pip_estimate

The current posterior inclusion probability estimate, used for proposals

probs

A list of the various probability vectors to use

params

A list of the various parameters for all the parts of the algorithm

visited.models

A list of the previously visited models to use when subsampling and avoiding recalculation


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