crn_max_xi_coupling: xi_update

In niloyb/CoupledHalfT: What the package does (short line)

xi_update

Description

Coupled Metropolis-Hastings update of xi given eta

Usage

crn_max_xi_coupling(
  current_xi_1,
  eta_1,
  current_xi_2,
  eta_2,
  X,
  X_transpose,
  y,
  a0,
  b0,
  std_MH,
  approximate_algo_delta = 0,
  epsilon_xi = 0,
  fixed = FALSE,
  xi_interval
)

Arguments

current_xi_1, current_xi_2	current xi values (positive scalars)
eta_1, eta_2	current eta values (vector length p)
X	n by p matrix
X_transpose	Pre-calculated transpose of X
y	length n vector
a0	positive scalar
b0	positive scalar
std_MH	standard deviation of log-normal MH proposal
approximate_algo_delta	approximate MCMC error (non-negative scalar)
epsilon_xi	threshold (when above/below use common random numbers/ maximal coupling of proposals)
xi_interval	support of prior distribution of xi

Value

Coupled Metropolis-Hastings update of xi given eta

niloyb/CoupledHalfT documentation built on Aug. 31, 2022, 2:35 a.m.