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BayesianTools (version 0.1.0)

Twalksteps: Main function that is executing and evaluating the moves

Description

Main function that is executing and evaluating the moves

Usage

Twalksteps(case, Npar, FUN, x, Eval, x2, Eval2, at, aw, pn1)

Arguments

case
Type of Twalk move. Either "walk", "traverse", "hop" or "blow"
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.

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.