proposalRatio

the parameter from the last iteration step

parOld

parNew

propSd


Calculation of proposal ratio, see also <code><a rd-options="" href="/link/proposal?package=BaPreStoPro&version=0.1" data-mini-rdoc="BaPreStoPro::proposal">proposal</a></code>.


Bayesian estimation and prediction for stochastic processes based
on the Euler approximation. Considered processes are: jump diffusion,
(mixed) diffusion models, hidden (mixed) diffusion models, non-homogeneous
Poisson processes (NHPP), (mixed) regression models for comparison and a
regression model including a NHPP.

Simone Hermann

BaPreStoPro

Bayesian Prediction of Stochastic Processes

proposalRatio function


Calculation of proposal ratio, see also <code><a rd-options='' href='proposal'>proposal</a></code>.


proposalRatio: Proposal ratio of lognormal proposal density

Description

Usage

Arguments

Examples