get_cpm_kernel: Get correlated pseudo-marginal kernels

Description Usage Arguments Value

View source: R/mh_kernel.R

Description

This function takes descriptions of the target and tuning parameters, and returns a function kernel kernel Optionally the kernels can perform blocked gibbs updates also

Usage

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get_cpm_kernel(logtarget, Sigma_proposal, dimension, joint_update = T,
  rho = NULL, dim_U = NULL, component_updates = F, rho_component = NULL,
  block_indices_vec = NULL, single_kernel_only = F)

Arguments

logtarget

function to compute target log-density, e.g. see get_mvnormal

Sigma_proposal

variance of the Normal random walk for the proposals

dimension

dimension of the target distribution

Value

A list containing the keys single_kernel, coupled_kernel.


lolmid/unbiased_intractable_targets documentation built on May 13, 2019, 11:54 p.m.