p.path.init: P path init

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

Usage

p.path.init(s, x, theta, dimen, Jst.t = 0.64, Jst.rat = 0.5776972)

Arguments

s
x
theta
dimen
Jst.t
Jst.rat

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 (s, x, theta, dimen, Jst.t = 0.64, Jst.rat = 0.5776972) 
{
    passage <- matrix(0, dimen, 6)
    colnames(passage) <- c("dimen", "tau", "y", "minI", "l", 
        "u")
    for (i in 1:dimen) {
        ith.passage <- bm.pass(s, x[i], theta[i], Jst.t, Jst.rat)
        passage[i, ] <- c(i, ith.passage$tau, ith.passage$y, 
            ith.passage$minI, x[i] - theta[i], x[i] + theta[i])
    }
    list(curr.time = s, pass.mat = passage, cyc.mat = mat.sort.c(passage, 
        dimen, "tau"))
  }

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