jprs: Jump Process Restore Sampler when the jump chain of the...
In mckimmh/jprs:
Description
Usage
Arguments
Value
View source: R/jprs_rev_kern.R
Description
Assumes the holding rate is 1.
Assumes C * (normalising constant of target) = 1.
Usage
1
jprs(ntours, dtarg_log, dmu_log, rmu, mh_kern)
Arguments
ntours
Number of tours to simulate
dtarg_log
Function to evaluate the log target density
dmu_log
Function to evaluate the log regeneration distribution
rmu
Function to simulate n times from the regeneration distribution
mh_kern
Metrpolis-Hastings kernel.
Input: current state. Output next state.
Value
A matrix with first d rows (d the dimension of the target density)
the jump chain and last row the holding time for the jump process.
mckimmh/jprs documentation built on Oct. 22, 2020, 3:55 a.m.
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Description Usage Arguments Value
View source: R/jprs_rev_kern.R
Description
Assumes the holding rate is 1. Assumes C * (normalising constant of target) = 1.
Usage
1 | jprs(ntours, dtarg_log, dmu_log, rmu, mh_kern)
|
Arguments
ntours |
Number of tours to simulate |
dtarg_log |
Function to evaluate the log target density |
dmu_log |
Function to evaluate the log regeneration distribution |
rmu |
Function to simulate n times from the regeneration distribution |
mh_kern |
Metrpolis-Hastings kernel. Input: current state. Output next state. |
Value
A matrix with first d rows (d the dimension of the target density) the jump chain and last row the holding time for the jump process.
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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