scale_zero.inc: Murray...

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

Usage

scale_zero.inc(p.event.ch, p.curr.idx, p.curr, p.anc.neg, log.p.wei, ss.phiC, ss.phiC.up)

Arguments

p.event.ch
p.curr.idx
p.curr
p.anc.neg
log.p.wei
ss.phiC
ss.phiC.up

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 (p.event.ch, p.curr.idx, p.curr, p.anc.neg, log.p.wei, 
    ss.phiC, ss.phiC.up) 
{
    p.anc.neg.append <- c(p.event.ch, exp(log.p.wei[p.curr.idx]), 
        p.curr[c("t", "PhiL", "PhiU")])
    p.phi <- p.curr["PhiU"] - p.event.ch * p.curr["Delta"]
    print(sprintf("Old PhiL:%f, Old PhiU:%f", p.curr["PhiL"], 
        p.curr["PhiU"]))
    ss.phiC <- ss.phiC.up(p.phi, p.curr["PhiL"], p.curr["PhiU"])
    print(sprintf("New PhiL:%f, New PhiU:%f", ss.phiC(1)$phiL, 
        ss.phiC(1)$phiU))
    list(p.anc.neg.append = p.anc.neg.append, ss.phiC = ss.phiC)
  }

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