BayesianTools (version 0.1.8)

DR: The Delayed Rejection Algorithm

Description

The Delayed Rejection Algorithm (Tierney and Mira, 1999)

Usage

DR(
  startValue = NULL,
  iterations = 10000,
  nBI = 0,
  parmin = NULL,
  parmax = NULL,
  f1 = 1,
  f2 = 0.5,
  FUN
)

Arguments

startValue

vector with the start values for the algorithm. Can be NULL if FUN is of class BayesianSetup. In this case startValues are sampled from the prior.

iterations

iterations to run

nBI

number of burnin

parmin

minimum values for the parameter vector or NULL if FUN is of class BayesianSetup

parmax

maximum values for the parameter vector or NULL if FUN is of class BayesianSetup

f1

scaling factor for first proposal

f2

scaling factor for second proposal

FUN

function to be sampled from or object of class bayesianSetup

Author

Francesco Minunno

References

Tierney, Luke, and Antonietta Mira. "Some adaptive Monte Carlo methods for Bayesian inference." Statistics in medicine 18.1718 (1999): 2507-2515.