coupled_mcmc_chains: Coupled MCMC chains
In lolmid/unbiased_intractable_targets: Debiased particle MCMC with couplings
View source: R/debiasing_algorithm.R
Description
sample two MCMC chains, each following 'single_kernel' marginally,
and 'coupled_kernel' jointly, until min(max(tau, K), max_iterations), where tau
is the first time the two chains meet. Or more precisely, they meet with a delay of one, i.e. X_t = Y_t-1.
Usage
1
2
coupled_mcmc_chains(single_kernel, coupled_kernel, rinit, ..., K = 1,
max_iterations = Inf, preallocate = 10)
lolmid/unbiased_intractable_targets documentation built on May 13, 2019, 11:54 p.m.
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View source: R/debiasing_algorithm.R
Description
sample two MCMC chains, each following 'single_kernel' marginally, and 'coupled_kernel' jointly, until min(max(tau, K), max_iterations), where tau is the first time the two chains meet. Or more precisely, they meet with a delay of one, i.e. X_t = Y_t-1.
Usage
1 2 | coupled_mcmc_chains(single_kernel, coupled_kernel, rinit, ..., K = 1,
max_iterations = Inf, preallocate = 10)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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