update_sample_rev | R Documentation |
This is the workhorse of the MCMC algorithm
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, ... )
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 |
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