Description Usage Arguments Value
View source: R/multry_rwmh_metrop.R
The function simulates a Multiple try RWMH (MT-RWMH) chain of length nsamples using the scale, base and burn in taken optimally as default or specified by user. The function outputs the full chain as well as the estimated posterior mean estimated from the samples drawn post burn-in.
1 2 | mt_rwmh_metrop(target_pdf, scale, base, nmove, nsamples, burn_in = NULL,
verb = FALSE)
|
target_pdf |
The log target density function from which the user wants to generate samples. |
scale |
The proposal density scaling parameter. An approximation of the optimal scaling given the target_pdf is performed by OptimalScaling(). The default scale is this estimated optimal scaling |
base |
The starting value of the chain |
nmove |
The total number of moves proposed. |
nsamples |
The number of samples to be drawn using the TMCMC algorithm. |
burn_in |
The number of samples assigned as burn-in period. The default burn-in is taken to be one-third of nsamples. |
verb |
logical parameter, if TRUE the function prints the progress of simulation. |
Returns a list containing the following items
chain |
The full chain produced by the MT-TMCMC method. |
post.mean |
The estimated posterior mean of the TMCMC chain adjusting for burn-in. |
@author Kushal K Dey
@useDynLib tmcmcR @import tmcmcR @export
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.