Description Usage Arguments Value
MYULA transition step
1 2 3 4 5 6 7 8 9 10 11 12 |
theta |
current theta iterate (vector) |
sigma2 |
current sigma2 iterate |
wimax |
the maximum number of observations at a given location |
lambda |
lambda parameter of Moreau envelope |
gradf |
function handle that computes the gradient of f |
prox |
function handle of the proximal operator of g |
delta |
percentage of max step size to use |
t |
number of theta sampling steps to carry out sigma2 |
MH_correct |
whether to use MH correction or not |
logpi |
the target conditional density of theta |
the new theta iterate (vector); if using MH correction, return (thetanew,accept)
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