fusion_TA_exp_4_rcpp: Time-adapting Fusion

In rchan26/exp4FusionRCPP: Hierarchical and Sequential Monte Carlo Fusion for exp(-(x^4)/2)

Description

Time-adapting Monte Carlo Fusion for sub-posteriors of the form exp(-((x^4)*beta)/2)

Usage

fusion_TA_exp_4_rcpp(N, mean, time, C, samples_to_fuse, betas)

Arguments

N	number of samples
mean	mean value
time	time T for time-adapting fusion algorithm
C	number of sub-posteriors to combine
samples_to_fuse	list of length C, where samples_to_fuse[c] containg the samples for the c-th sub-posterior
betas	vector of length C, where betas[c] is the beta for c-th sub-posterior

Value

samples: fusion samples

iters_rho: number of iterations from the first accept/reject step (rho)

iters_Q: number of iterations from the second (diffusion) accept/reject step (Q)

time: run-time of fusion sampler

Examples

input_samples <- base_rejection_sampler_exp_4(beta = 1/2, nsamples = 100000, proposal_mean = 0, proposal_sd = 1, dominating_M = 1.3)
test1_standard <- fusion_TA_exp_4(N = 10000, time = 1, C = 2, samples_to_fuse = input_samples, betas = rep(1/2, 2))

rchan26/exp4FusionRCPP documentation built on Nov. 6, 2019, 7:01 p.m.