updateBlockTwDEMC: updateBlockTwDEMC

In twDEMC: parallel DEMC

Description

Block update function by a Metropolis decision

Usage

updateBlockTwDEMC(xC, argsFUpdateBlock)

Arguments

xC

numeric vector: current state that is used in density function of the block

argsFUpdateBlock

further argument provided for generating the update upperParBounds named numeric vector, upper limits of the parameters to generate, see twDEMCBlockInt lowerParBounds named numeric vector, lower limits of the parameters to generate, see twDEMCBlockInt iPop the population for which the sample is generated (just for debugging) intermediate intermediate result for current state xC, see end of vignette on using two Densities

Details

Function arguments above are provided to all block update functions. If Metropolis update is used, argument argsFUpdateBlock constains the following additional entries

compPosInDen

positions of the dimensions in x that are updated in this block

ctrl$DRgamma

if given and >0 delayed Rejection (DR) (Haario06) is applied: If proposal is rejected, then a second proposal is tried jumping only DRgamma distance along the proposal

dInfo

list on used logDensity function static troughout inversion with items

argsFLogDen

additional arguments to fLogDen and scalar factor applied to result of fLogDen

posLogDenInt

the matching positions of intResCompNames within the the results components that are handled internally

maxLogDen

integer vector (nResComp): maximum logDensity (overfitting control, usually -1/2 nObs)

fDiscrProp,argsFDiscrProp

function and additional arguments applied to xProp, e.g. to round it to discrete values

metInfoStep

list on current Metropolis update variable troughout inversion with items

step

proposed jump

rExtra

extra portion in Metropolis decision because of selecting the jump

logDenCompC

numeric vector: former result of call to same fLogDen

tempDenCompC

numeric vector of length(logDenCompC): temperature for each density result component

internal Metropolis step

if posLogDenInt is given, then these components of result of fLogDen are handled internally. Hence, for Metropolis step here operates only on other remaining components.

Value

list with components

accepted	boolean scalar: if step was accepted
xC	numeric vector: components of position in parameter space that are being updated (if accepted then the same as xP)
logDenCompC	numeric vector: result components of fLogDen for current position (if accepted then the same as logDenCompP)
intermediate	intermediate result of current state (if provided by logDensity)
xP	numeric vector: components of proposal that are being
logDenCompP	numeric vector: result components of fLogDen for proposal, may inlcude attr "intermediate"

Author(s)

Thomas Wutzler

See Also

twDEMCBlockInt .updateBlocksTwDEMC

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