pomp (version 1.4.1.1)

MCMC proposal distributions: MCMC proposal distributions

Description

Functions to construct proposal distributions for use with MCMC methods.

Usage

mvn.rw(rw.var)
  mvn.diag.rw(rw.sd)
  mvn.rw.adaptive(rw.sd, rw.var, scale.start = NA, scale.cooling = 0.999,
                  shape.start = NA, target = 0.234, max.scaling = 50)

Arguments

rw.var

square numeric matrix with row- and column-names. Specifies the variance-covariance matrix for a multivariate normal random-walk proposal distribution.

rw.sd

named numeric vector; random-walk SDs for a multivariate normal random-walk proposal with diagonal variance-covariance matrix.

scale.start, scale.cooling, shape.start, target, max.scaling

parameters to control the proposal adaptation algorithm. Beginning with MCMC iteration scale.start, the scale of the proposal covariance matrix will be adjusted in an effort to match the target acceptance ratio. The param

Value

• Each of these constructs a function suitable for use as the proposal argument of pmcmc or abc. Given a parameter vector, each such function returns a single draw from the corresponding proposal distribution.

See Also

pmcmc, abc