BayesianTools (version 0.1.0)

TwalkMove: Wrapper for step function

Description

Wrapper for step function

Usage

TwalkMove(Npar, FUN, x, Eval, x2, Eval2, at = 6, aw = 1.5, pn1 = min(Npar,
  4)/Npar, Ptrav = 0.4918, Pwalk = 0.4918, Pblow = 0.0082,
  Phop = 0.0082)

Arguments

Npar

Number of parameters

FUN

Log posterior density

x

parameter vector of chain 1

Eval

last evaluation of x

x2

parameter vector of chain 2

Eval2

last evaluation of x

at

"traverse" move proposal parameter.

aw

"walk" move proposal parameter.

pn1

Probability determining the number of parameters that are changed.

Ptrav

Move probability of "traverse" moves, default to 0.4918

Pwalk

Move probability of "walk" moves, default to 0.4918

Pblow

Move probability of "blow" moves, default to 0.0082

Phop

Move probability of "hop" moves

References

Christen, J. Andres, and Colin Fox. "A general purpose sampling algorithm for continuous distributions (the t-walk)." Bayesian Analysis 5.2 (2010): 263-281.