update_sample_rev: update_sample_rev

Description Usage Arguments

View source: R/de_mcmc_rev.R

Description

This is the workhorse of the MCMC algorithm

Usage

1
2
3
update_sample_rev(samps, samp.p, cov.mats, data, sim, out, Tmax, sizestep,
  data.times, l, solver, i, cnt, obs.model, pdfs, hyper, w.p, verbose.mcmc,
  verbose, is.de, is.single, joint.blocks, ...)

Arguments

samps

row vector of samples from the previous mcmc iteration

samp.p

the parlist created by setup_debinfer

cov.mats

the covariance matrices

data

the observation

sim

the de.model

out

list containing the initial or previous update i.e. list(s=samps[i-1,], inits=inits, p=params, sim.old=sim.start)

Tmax

maximum timestep for solver

sizestep

sizestep for solver when not using data.times

data.times

times with observations

l

number of parameters to be proposed

solver

solver choice

i

current MCMC iteration

cnt

interval for printing/plotting information on chains

obs.model

function containing obs model

pdfs

names of prior pdfs

hyper

list of hyperparameters

w.p

names of free parameters

verbose.mcmc

logical print MCMC progress messages

verbose

logical, print additional information from solver

is.de

logical, parameter is an input for the solver

is.single

parameter is to be proposed individually

joint.blocks

names of joint blocks

...

further arguments to solver


pboesu/debinfer documentation built on April 20, 2018, 4:34 a.m.