Description Usage Arguments Examples
M-H framework
1 | MH.framework(dproposalfunction, rproposalfunction, dtarget, ITER = 10000, p = 50, x.initial = 1:p, buinin = 5000, ...)
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dproposalfunction |
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rproposalfunction |
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dtarget |
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ITER |
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p |
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x.initial |
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buinin |
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... |
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 | ##---- Should be DIRECTLY executable !! ----
##-- ==> Define data, use random,
##-- or do help(data=index) for the standard data sets.
## The function is currently defined as
function (dproposalfunction, rproposalfunction, dtarget, ITER = 10000,
p = 50, x.initial = 1:p, buinin = 5000, ...)
{
X.flow = matrix(0, nrow = ITER, ncol = p)
X.flow[1, ] = x.initial
pb <- txtProgressBar(min = 0, max = ITER, style = 3)
for (iter in 1:(ITER - 1)) {
X.t = X.flow[iter, ]
X.t1 <- rproposalfunction(X.t)
if (log(runif(1)) < (dtarget(X.t1) + dproposalfunction(X.t,
X.t1) - dtarget(X.t) - dproposalfunction(X.t1, X.t))) {
X.flow[iter + 1, ] = X.t1
}
else {
X.flow[iter + 1, ] = X.t
}
setTxtProgressBar(pb, iter)
}
close(pb)
return(X.flow)
}
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