decide: Makes the Metropolis-Hastings acceptance decision, based upon...
In thirdwing/nimble: Flexible BUGS-compatible system for hierarchical statistical modeling and algorithm development
Description
Usage
Arguments
Details
Author(s)
Examples
Description
This function returns a logical TRUE/FALSE value,
indicating whether the proposed transition should be
accepted (TRUE) or rejected (FALSE).
Usage
1
decide(logMetropolisRatio)
Arguments
logMetropolisRatio
The log of the
Metropolis-Hastings ratio, which is calculated from model
probabilities and forward/reverse transition
probabilities
Details
The Metropolis-Hastings accept/reject decisions is made as
follows. If logMetropolisRatio is greater than 0,
accept (return TRUE). Otherwise draw a uniform
random number between 0 and 1 and accept if it is less that
exp(logMetropolisRatio. The proposed transition
will be rejected (return FALSE). If
logMetropolisRatio is NA, NaN, or -Inf, a reject
(FALSE) decision will be returned.
Author(s)
Daniel Turek
Examples
1
jump <- decide(lMHr)
thirdwing/nimble documentation built on May 31, 2019, 10:41 a.m.
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Description Usage Arguments Details Author(s) Examples
Description
This function returns a logical TRUE/FALSE value, indicating whether the proposed transition should be accepted (TRUE) or rejected (FALSE).
Usage
1 | decide(logMetropolisRatio)
|
Arguments
logMetropolisRatio |
The log of the Metropolis-Hastings ratio, which is calculated from model probabilities and forward/reverse transition probabilities |
Details
The Metropolis-Hastings accept/reject decisions is made as
follows. If logMetropolisRatio is greater than 0,
accept (return TRUE). Otherwise draw a uniform
random number between 0 and 1 and accept if it is less that
exp(logMetropolisRatio. The proposed transition
will be rejected (return FALSE). If
logMetropolisRatio is NA, NaN, or -Inf, a reject
(FALSE) decision will be returned.
Author(s)
Daniel Turek
Examples
1 | jump <- decide(lMHr)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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