get_pmmh_kernel: Get particle marginal Metropolis-Hastings kernel
In lolmid/unbiased_intractable_targets: Debiased particle MCMC with couplings
Description
Usage
Arguments
Value
Description
This function takes descriptions of the target
and tuning parameters, and returns a function kernel
kernel
Usage
1
get_pmmh_kernel(estimate_pftarget, Sigma_proposal, dimension)
Arguments
estimate_pftarget
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.
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Description Usage Arguments Value
Description
This function takes descriptions of the target
and tuning parameters, and returns a function kernel
kernel
Usage
1 | get_pmmh_kernel(estimate_pftarget, Sigma_proposal, dimension)
|
Arguments
estimate_pftarget |
function to compute target log-density, e.g. see |
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.
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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