get_pm_kernel: Get pseudo-marginal random walk Metropolis-Hastings 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 list containing the keys single_kernel, coupled_kernel corresponding to marginal and coupled pseudo marginal kernels, with Normal random walks. These kernels can then be used in the function coupled_chains.

Usage

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get_pm_kernel(logtarget, state_crn_sample, latent_state, Sigma_proposal,
  dimension)

Arguments

logtarget

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

latent_state

function to transform the random numbers into samples of the latent state

Sigma_proposal

variance of the Normal random walk for the proposals

dimension

dimension of the target distribution

state_crn_sampe

function to sample the random numbers used to estimate the target

Value

A list containing the keys single_kernel, coupled_kernel.


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