lAccept.ratio {BMAmevt} | R Documentation |
Acceptance probability in the MCMC algorithm.
Description
Logarithm of the acceptance probability
Usage
lAccept.ratio(
cur.par,
prop.par,
llh.cur,
lprior.cur,
dat,
likelihood,
proposal,
prior,
Hpar,
MCpar
)
Arguments
cur.par |
The current parameter in the Markov chain
|
prop.par |
The candidate parameter
|
dat |
An angular data set, e.g., constructed by
cons.angular.dat : A matrix which rows are the Cartesian coordinates of points on the unit simplex (summing to one).
|
likelihood |
The likelihood function.
Should be of type
function(x, par, log, vectorial) , where log and
vectorial are logical flags indicating respectively if
the result is to be returned on the log-scale, and if the
value is a vector of length nrow(x) or a single number
(the likelihood, or the log-likelihood, for the data set x ).
See dpairbeta or dnestlog
for templates.
|
proposal |
The proposal function: of type
function(type = c("r","d"),
cur.par, prop.par, MCpar, log)
.
Should
return the (logarithm of) the proposal density for the move
cur.par --> prop.par if type == "d" . If
type =="r" , proposal must return a candidate
parameter, depending on cur.par , as a vector.
See proposal.pb or proposal.nl
for templates.
|
prior |
The prior distribution: of type
function(type=c("r","d"),
n ,par, Hpar, log, dimData
) ,
where dimData is the dimension of the sample
space (e.g., for
the two-dimensional simplex (triangle), dimData=3 .
Should return either a matrix with n rows containing a
random parameter sample generated under the prior
(if type == "d" ), or the density of the
parameter par (the logarithm of the density if
log==TRUE .
See prior.pb and prior.nl for templates.
|
Hpar |
A list containing Hyper-parameters to be passed to
prior .
|
MCpar |
A list containing MCMC tuning parameters to be
passed to proposal .
|
Details
lAccept.ratio
is a functional: likelihood,proposal,prior
are user defined functions. Should not be called directly, but through the MCMC sampler posteriorMCMC
generating the posterior.
Value
The log-acceptance probability.
[Package
BMAmevt version 1.0.5
Index]