R/RcppExports.R

Defines functions MetropolisHastingsCpp MetropolisHastingsCppD

Documented in MetropolisHastingsCpp MetropolisHastingsCppD

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# Generator token: 10BE3573-1514-4C36-9D1C-5A225CD40393

#' C++ implementation of the algorithm for parameter calibration (without discrepancy)
#'
#' Run a Metropolis Hastings within Gibbs algorithm and a Metropolis Hastings algorithm with the covariance matrix estimated on the
#' the sample set generated in the Metropolis within Gibbs. This algorithm is suitable only for models without discrepancy.
#'
#' @param Ngibbs the number of iteration in the Metropolis within Gibbs
#' @param Nmh the number of iteration in the Metropolis Hastings
#' @param theta_init the starting point
#' @param r regulation percentage in the modification of the k in the Metropolis Hastings
#' @param SIGMA the covariance of the proposition distribution
#' @param Yf the vector of recorded data
#' @param binf the lower bound of the parameters to calibrate
#' @param bsup the upper bound of the parameters to calibrate
#' @param LogTest the log posterior density distribution
#' @param stream (default=1) if stream=0 the progress bar is disabled
#' @return list of outputs: \itemize{
#' \item PHIwg the points of the Metropolis within Gibbs algorithm in the transformed space
#' \item PHI the points of the Metropolis Hastings algorithm in the transformed space
#' \item THETAwg the points of the Metropolis within Gibbs algorithm in the real space
#' \item THETA the points of the Metropolis Hastings algorithm in the real space
#' \item AcceptationRatioWg the vector of the acceptance ratio for each parameter in the Metropolis within Gibbs
#' \item AcceptationRatio the acceptance ratio in the Metropolis Hastings
#' \item S the covariance computed after the Metropolis within Gibbs
#' \item LikeliWG the likelihood computed at each iteration of the Metropolis within Gibbs algorithm
#' \item Likeli the likelihood computed at each iteration of the Metropolis Hastings algorithm
#'  }
#' @export
MetropolisHastingsCpp <- function(Ngibbs, Nmh, theta_init, r, SIGMA, Yf, binf, bsup, LogTest, stream, tt) {
    .Call('_CaliCo_MetropolisHastingsCpp', PACKAGE = 'CaliCo', Ngibbs, Nmh, theta_init, r, SIGMA, Yf, binf, bsup, LogTest, stream, tt)
}

#' C++ implementation of the algorithm for parameter calibration (with discrepancy)
#'
#' Run a Metropolis Hastings within Gibbs algorithm and a Metropolis Hastings algorithm with the covariance matrix estimated on the
#' the sample set generated in the Metropolis within Gibbs. This algorithm is suitable only for models with discrepancy.
#'
#' @param Ngibbs the number of iteration in the Metropolis within Gibbs
#' @param Nmh the number of iteration in the Metropolis Hastings
#' @param theta_init the starting point
#' @param r regulation percentage in the modification of the k
#' @param SIGMA the covariance of the proposition distribution
#' @param Yf the vector of recorded data
#' @param binf the lower bound of the parameters to calibrate
#' @param bsup the upper bound of the parameters to calibrate
#' @param LogTest the log posterior density distribution
#' @param stream (default=1) if stream=0 the progress bar is disabled
#' @return list of outputs: \itemize{
#' \item PHIwg the points of the Metropolis within Gibbs algorithm in the transformed space
#' \item PHI the points of the Metropolis Hastings algorithm in the transformed space
#' \item THETAwg the points of the Metropolis within Gibbs algorithm in the real space
#' \item THETA the points of the Metropolis Hastings algorithm in the real space
#' \item AcceptationRatioWg the vector of the acceptance ratio for each parameter in the Metropolis within Gibbs
#' \item AcceptationRatio the acceptance ratio in the Metropolis Hastings
#' \item S the covariance computed after the Metropolis within Gibbs
#' \item LikeliWG the likelihood computed at each iteration of the Metropolis within Gibbs algorithm
#' \item Likeli the likelihood computed at each iteration of the Metropolis Hastings algorithm
#'  }
#' @export
MetropolisHastingsCppD <- function(Ngibbs, Nmh, theta_init, r, SIGMA, Yf, binf, bsup, LogTest, stream, tt) {
    .Call('_CaliCo_MetropolisHastingsCppD', PACKAGE = 'CaliCo', Ngibbs, Nmh, theta_init, r, SIGMA, Yf, binf, bsup, LogTest, stream, tt)
}
mathieucarmassi/CaliCo documentation built on Aug. 14, 2019, 11:32 a.m.