xdtransform

Function to apply a transformation to the samples from the output of an XDNUTS model.

Hamiltonian Monte Carlo for both continuous and discontinuous
posterior distributions with customisable trajectory length
termination criterion. See Nishimura et al. (2020) <doi:10.1093/biomet/asz083> for
the original Discontinuous Hamiltonian Monte Carlo,
Hoffman et al. (2014) <doi:10.48550/arXiv.1111.4246> and Betancourt (2016)
<doi:10.48550/arXiv.1601.00225> for the definition of possible Hamiltonian
Monte Carlo termination criteria.

Paolo Manildo

XDNUTS

Discontinuous Hamiltonian Monte Carlo with Varying Trajectory
Length

xdtransform function

<dl><dt>X</dt>
<dd>an object of class <code>XDNUTS</code>.</dd>
<dt>FUN</dt>
<dd>a function object which takes one or more components of an MCMC iteration and any other possible arguments.</dd>
<dt>...</dt>
<dd>optional arguments for FUN.</dd>
<dt>which</dt>
<dd>a vector of indices indicating which parameter the transformation should be applied to.
If <code>NULL</code>, the function is applied to all of them.</dd>
<dt>which_chains</dt>
<dd>a numerical vector indicating the index of the chains of interest.</dd>
<dt>new.names</dt>
<dd>a character vector containing the parameter names in the new parameterization.
If only one value is provided, but the transformation involves more, the name is iterated with an increasing index.</dd>
<dt>thin</dt>
<dd>an integer value indicating how many samples should be discarded before returning an iteration of the chain.</dd>
<dt>burn</dt>
<dd>an integer value indicating how many initial samples for each chain to discard.</dd></dl>

Arguments

Function to apply a transformation to the samples from the output of an XDNUTS model. — xdtransform

<dl>

<dt>X</dt>
<dd>an object of class <code>XDNUTS</code>.</dd>


<dt>FUN</dt>
<dd>a function object which takes one or more components of an MCMC iteration and any other possible arguments.</dd>


<dt>...</dt>
<dd>optional arguments for FUN.</dd>


<dt>which</dt>
<dd>a vector of indices indicating which parameter the transformation should be applied to.
If <code>NULL</code>, the function is applied to all of them.</dd>


<dt>which_chains</dt>
<dd>a numerical vector indicating the index of the chains of interest.</dd>


<dt>new.names</dt>
<dd>a character vector containing the parameter names in the new parameterization.
If only one value is provided, but the transformation involves more, the name is iterated with an increasing index.</dd>


<dt>thin</dt>
<dd>an integer value indicating how many samples should be discarded before returning an iteration of the chain.</dd>


<dt>burn</dt>
<dd>an integer value indicating how many initial samples for each chain to discard.</dd>

</dl>

xdtransform: Function to apply a transformation to the samples from the output of an XDNUTS model.

Description

Usage

Value

Arguments