twDEMCSACont: twDEMCSACont
In twDEMC: parallel DEMC

Description Usage Arguments Details Author(s)

continuing simulated annealing DEMC based on previous result

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 = 1e-04, 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 `twDEMCBlockInt`
`m0`	minimum number of samples in step for extending runs
`controlTwDEMC`	list argument to `twDEMCBlockInt` containing entry thin
`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 nSamplesBatch number of samples for one call to twDEMCStep (multiplied by thin to get generations), defaults to 8m0 << default: set in a way that on average each population (assuming half are significant) is appended by 2m0 samples pThinPast in each batch thin the past to given fraction before appending new results
`ctrlT`	list of arguments controlling Temperature decrease TFix numeric vector (nResComp) specifying a finite value for components with fixed Temperatue, and a non-finite for others TMax numeric vector (nResComp) specifying a maximum temperature for result components. TDecProp proportion of Temperature decrease: below one to diminish risk of decreasing Temperature too fast (below what is supported by other data streams)
`ctrlConvergence`	list or arguments controlling check for convergence maxRelTChangeCrit if Temperature of the components changes less than specified value, the algorithm can finish minTBase0 if Temperature-1 gets below this temperature, the algorithm can finish maxLogDenDriftCrit if difference between mean logDensity of first and fourth quartile of the sample is less than this value, we do not need further batches because of drift in logDensity gelmanCrit do not change Temperature, if variance between chains is too high, i.e. Gelman Diag is above this value critSpecVarRatio if proprotion of spectral Density to Variation is higher than this value, signal problems and resort to subspaces dumpfileBasename scalar string: filename to dump stack before stopping. May set to "recover" maxThin scalar positive integer: maximum thinning interval. If not 0 then thinning is increased on too high spectral density

diagnostics

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.

T0: Temperature (variance inflation factor) scaled for one observation minus one
maxGelmanDiagPops: maximum of within population gelman diagnostics
gelmanDiag: gelman diag calculated between populations
maxSpecVarRatio: ratio of spectral density to sample Variance (max over all parameters). This is a measure that increases with autocorrelation.

Adaptive thinning interval (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

twDEMC documentation built on May 2, 2019, 5:38 p.m.