dev.rej: Murray...

In mpoll/scale: The Scaleable Langevin Exact Algorithm -- Reference Implementation

Usage

dev.rej(X)

Arguments

X

Examples

##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function (X) 
{
    S <- pi * exp(-pi^2 * X/8)/2
    n <- 0
    Y <- runif(1, 0, 1) * S
    repeat {
        n <- n + 1
        S <- S - (-1)^n * pi * (n + 1/2) * exp(-(n + 1/2)^2 * 
            pi^2 * X/2)
        if (Y < S) {
            Acc <- 1
            break
        }
        n <- n + 1
        S <- S + (-1)^n * pi * (n + 1/2) * exp(-(n + 1/2)^2 * 
            pi^2 * X/2)
        if (Y > S) {
            Acc <- 0
            break
        }
    }
    list(Acc = Acc, S = S, n = n, Y = Y, X = X)
  }

mpoll/scale documentation built on Dec. 9, 2019, 7:15 a.m.