DA_theta_MH: Update parameters in the MCMC algorithm

In pulongma/DABayes: Bayesian Statistical Model for Climate-Change Detection and Attribution

Description

This function updates parameters (gamma, beta, sigma, lambda) for the Bayesian statistical model. gamma is updated with a discrete uniform prior; beta is updated with the noninformative prior 1 and random-walk proposal; log of sigma (variance in W) is updated with the normal prior and random-walk proposal; lambda is updated with the normal prior and random-walk proposal.

Usage

DA_theta_MH(outW, theta, prior_theta, ADtheta, n, N, Lj, tol = 1e-10)

Arguments

outW	a 7 by 1 list containing precomputed quantities associated with W from the output of function computeW(...)
theta	a list of 4 elements containing parameters in the MCMC algorithm
prior_theta	parameters in prior distributions
ADtheta	a 6 by 1 list containing quantities to adjust mean and covariance in proposal distributions
n	number of grid cells over the globe
N	number of ensemble members
Lj	an m by 1 vector containing the number of runs for each forcing scenario
tol	a very small value to avoid numerical instability

Value

a list of 4 elements containing updated parameters in the MCMC iteration

Author(s)

Pulong Ma <[e-mail]>

See Also

DA_GIBBS function

pulongma/DABayes documentation built on June 24, 2019, 12:38 a.m.