sample_unbiasedestimator: sample_unbiasedestimator

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

sample_unbiasedestimator

Description

Outputs unbiased estimates without storing the full chain

Usage

sample_unbiasedestimator(
  single_kernel,
  coupled_kernel,
  rinit,
  h = function(x) x,
  k = 0,
  m = 1,
  lag = 1,
  max_iterations = Inf
)

Arguments

single_kernel	kernel of marginal chain
coupled_kernel	kernel of coupled chain
rinit	initial distribution
h	real-valued test function
k	unbiased mcmc parameter corresponding to burn-in
m	unbiased mcmc parameter corresponding to chain length
lag	lag of the coupled chain
max_iterations	maximum iterations

Value

list containing mcmc estimator, bias correction, unbiased estimator, meetinging, number of iterations, time elapsed, cost

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