Description Usage Arguments References See Also
View source: R/sliceGammaVariance.R
This function updates the gamma parameter with a slice sampler \insertCiteNeal2003BSL. The target distribution is the variance inflated approximate posterior of BSL with model misspecification. See \insertCiteFrazier2019;textualBSL. Note this function is mainly designed for internal usage.
1 2 3 4 5 6 7 8 9 10 | sliceGammaVariance(
ssy,
ssx,
loglike,
gamma = numeric(length(ssy)),
tau = 1,
w = 1,
std = NULL,
maxit = 1000
)
|
ssy |
The observed summary statisic. |
ssx |
A matrix of the simulated summary statistics. The number of rows is the same as the number of simulations per iteration. |
loglike |
The current log synthetic likelihood. This is computed with
function |
gamma |
The additional latent parameter to account for possible
incompatability between the model and observed summary statistic. In
“BSLmisspec” method, this is updated with a slice sampler
\insertCiteNeal2003BSL. The default gamma implies no model misspecification
and is equivalent to the standard |
tau |
Numeric. Scale (or inverse rate) parameter of the exponential prior distribution. |
w |
Step size for the stepping out in the slice sampler. The default step size is 1. |
std |
Standard deviation of the columns of ssx. If this is not
|
maxit |
The maximum number of iteration of the stepping out and shrink steps of slice sampler. The default is 1e3. |
sliceGammaMean
for the slice sampler of the mean
adjusted target distribution.
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