# lAccept.ratio: Acceptance probability in the MC MC algorithm. In lbelzile/BMAmevt: Multivariate Extremes: Bayesian Estimation of the Spectral Measure

## Description

Logarithm of the acceptance probability

## Usage

 ```1 2``` ``` lAccept.ratio(cur.par, prop.par, llh.cur, lprior.cur, dat, likelihood, proposal, prior, Hpar, MCpar) ```

## Arguments

 `cur.par` The current parameter in the Markov chain `prop.par` The candidate parameter `dat` An angular data set, e.g. constructed by `cons.angular.dat`: A matrix which rows are the Cartesian coordinates of points on the unit simplex (summing to one). `likelihood` The likelihood function. Should be of type `function(x, par, log, vectorial)`, where `log` and `vectorial` are logical flags indicating respectively if the result is to be returned on the log-scale, and if the value is a vector of length `nrow(x)` or a single number (the likelihood, or the log-likelihood, for the data set `x`). See `dpairbeta` or `dnestlog` for templates. `proposal` The proposal function: of type ```function(type = c("r","d"), cur.par, prop.par, MCpar, log) ```. Should return the (logarithm of) the proposal density for the move `cur.par --> prop.par` if `type == "d"`. If `type =="r"`, `proposal` must return a candidate parameter, depending on `cur.par`, as a vector. See `proposal.pb` or `proposal.nl` for templates. `prior` The prior distribution: of type ```function(type=c("r","d"), n ,par, Hpar, log, dimData )```, where `dimData` is the dimension of the sample space (e.g., for the two-dimensional simplex (triangle), `dimData=3`. Should return either a matrix with `n` rows containing a random parameter sample generated under the prior (if ```type == "d"```), or the density of the parameter `par` (the logarithm of the density if `log==TRUE`. See `prior.pb` and `prior.nl` for templates. `Hpar` A list containing Hyper-parameters to be passed to `prior`. `MCpar` A list containing MC MC tuning parameters to be passed to `proposal`.

## Details

`lAccept.ratio` is a functional: `likelihood,proposal,prior` are user defined functions. Should not be called directly, but through the MCMC sampler `posteriorMCMC` generating the posterior.

## Value

The log-acceptance probability.

lbelzile/BMAmevt documentation built on May 17, 2018, 12:16 p.m.