log_density_blow

Calculate the log of the proposal density for the Blow kernel

internal

Implements the t-walk algorithm, a general-purpose, self-adjusting
Markov Chain Monte Carlo (MCMC) sampler for continuous distributions as
described by Christen & Fox (2010) <doi:10.1214/10-BA603>. The t-walk requires
no tuning and is robust for a wide range of target distributions, including
high-dimensional and multimodal problems. This implementation includes an
option for running multiple chains in parallel to accelerate sampling and
facilitate convergence diagnostics.

Rodrigo Fonseca Villa

Rtwalk

An MCMC Sampler Using the t-Walk Algorithm

log_density_blow function

<dl><dt>n_phi</dt>
<dd>Number of moved coordinates.</dd>
<dt>phi</dt>
<dd>Boolean vector indicating moved coordinates.</dd>
<dt>h</dt>
<dd>Proposed point.</dd>
<dt>x</dt>
<dd>Reference point.</dd>
<dt>xp</dt>
<dd>Reference point.</dd></dl>

Arguments

Calculate the log of the proposal density for the Blow kernel — log_density_blow

<dl>

<dt>n_phi</dt>
<dd>Number of moved coordinates.</dd>


<dt>phi</dt>
<dd>Boolean vector indicating moved coordinates.</dd>


<dt>h</dt>
<dd>Proposed point.</dd>


<dt>x</dt>
<dd>Reference point.</dd>


<dt>xp</dt>
<dd>Reference point.</dd>

</dl>

log_density_blow: Calculate the log of the proposal density for the Blow kernel

Description

Usage

Value

Arguments