Description Usage Arguments Details Author(s)
continuing simulated annealing DEMC based on previous result
1 2 3 4 5 6 7 8  twDEMCSACont(mc, nGen = 512, nObs, ..., m0 = calcM0twDEMC(getNParms(mc),
getNChainsPop(mc)), controlTwDEMC = list(), debugSequential = FALSE,
restartFilename = NULL, ctrlBatch = list(nSamplesBatch = m0 *
8, pThinPast = 0.5), ctrlT = list(TFix = numeric(0),
TMax = numeric(0),
TDecProp = 0.9), ctrlConvergence = list(maxRelTChangeCrit = 0.05,
minTBase0 = 1e04, maxLogDenDriftCrit = 0.3, gelmanCrit = 1.4,
critSpecVarRatio = 20, dumpfileBasename = NULL, maxThin = 64))

mc 
result of twDEMCBlock 
nGen 
overall number of generations to add (within one batch provide ctrlBatch$nGenBatch) 
nObs 
integer vector (nResComp) specifying the number of observations for each result component 
... 
further argument to 
m0 
minimum number of samples in step for extending runs 
controlTwDEMC 
list argument to 
debugSequential 
set to TRUE to avoid parallel execution, good for debugging 
restartFilename 
filename to write intermediate results to 
ctrlBatch 
list of arguments controlling batch executions

ctrlT 
list of arguments controlling Temperature decrease

ctrlConvergence 
list or arguments controlling check for convergence

in resulting twDEMC an entry diagnostics is returned. Its a list with diagnostics after each batch. Its components have been calculated on the last halv of the chains.
Temperature (variance inflation factor) scaled for one observation minus one
maximum of within population gelman diagnostics
gelman diag calculated between populations
ratio of spectral density to sample Variance (max over all parameters). This is a measure that increases with autocorrelation.
maxThin
)If spectral variance is larger than its critical ratio ctrlConvergence$critSpecVarRatio
then thinning interval needs to be increased.
If doubling the thinning interval is not larger than ctrlConvergence$maxThin
then a new batch
with higher thinning is attempted. Else the SADEMC quits with reporting an error with return values component failureMsg
.
Thomas Wutzler
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