Description Usage Arguments Value
Estimates the expectation of a function h with respect to the invariant distribution of a Markov chain
1 2 | unbiasedestimator(single_kernel, coupled_kernel, rinit, h = function(x)
x, k = 0, m = 1, max_iterations = Inf)
|
single_kernel |
function to sample the Markov chain |
coupled_kernel |
function to sample the coupled Markov chain |
rinit |
function to sample from the initial distribution |
h |
test function to estimate (default to h(x) = x) |
k |
iteration at which to start averaging (default to 0) |
m |
iteration at which to stop averaging (default to 1) |
max_niterations |
iteration at which to stop the while loop (default to Infinity) |
a list with the estimator of the smoothing expectation (uestimator) and the meeting time (meetingtime)
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