Twalksteps

Main function that is executing and evaluating the moves

internal

General-purpose MCMC and SMC samplers, as well as plot and
diagnostic functions for Bayesian statistics, with a particular focus on
calibrating complex system models. Implemented samplers include various
Metropolis MCMC variants (including adaptive and/or delayed rejection MH), the
T-walk, two differential evolution MCMCs, two DREAM MCMCs, and a sequential
Monte Carlo (SMC) particle filter.

Florian Hartig

BayesianTools

General-Purpose MCMC and SMC Samplers and Tools for Bayesian
Statistics

Francesco Minunno

Stefan  Paul

David Cameron

Tankred Ott

Maximilian Pichler

Twalksteps function

<dl><dt>case</dt>
<dd>Type of Twalk move. Either "walk", "traverse", "hop" or "blow"</dd>
<dt>Npar</dt>
<dd>number of parameters</dd>
<dt>FUN</dt>
<dd>Log posterior density</dd>
<dt>x</dt>
<dd>parameter vector of chain 1</dd>
<dt>Eval</dt>
<dd>last evaluation of x</dd>
<dt>x2</dt>
<dd>parameter vector of chain 2</dd>
<dt>Eval2</dt>
<dd>last evaluation of x</dd>
<dt>at</dt>
<dd>"traverse" move proposal parameter.</dd>
<dt>aw</dt>
<dd>"walk" move proposal parameter.</dd>
<dt>pn1</dt>
<dd>Probability determining the number of parameters that are changed.</dd></dl>

Arguments

Main function that is executing and evaluating the moves — Twalksteps

<dl>

<dt>case</dt>
<dd>Type of Twalk move. Either "walk", "traverse", "hop" or "blow"</dd>


<dt>Npar</dt>
<dd>number of parameters</dd>


<dt>FUN</dt>
<dd>Log posterior density</dd>


<dt>x</dt>
<dd>parameter vector of chain 1</dd>


<dt>Eval</dt>
<dd>last evaluation of x</dd>


<dt>x2</dt>
<dd>parameter vector of chain 2</dd>


<dt>Eval2</dt>
<dd>last evaluation of x</dd>


<dt>at</dt>
<dd>"traverse" move proposal parameter.</dd>


<dt>aw</dt>
<dd>"walk" move proposal parameter.</dd>


<dt>pn1</dt>
<dd>Probability determining the number of parameters that are changed.</dd>

</dl>

Twalksteps: Main function that is executing and evaluating the moves

Description

Usage

Arguments

References