Updates all of the parameters (location, amplitude, std. dev., and scale) using a single Metropolis-
Hastings step, such that the baseline cancels out in the MH ratio, using the marginalisation identity
of Chib (1995).
Note: if npart > 1
, then multiple MCMC chains will be executed independently in parallel using
OpenMP. This means that all functions used for the proposal distributions and to evaluate the MH ratio
need to be thread-safe. Specifically, no calls to R::rnorm
, R::dnorm
, nor their
Rcpp equivalents, can be made from within the parallel portion of the code.
mhUpdateVoigt(spectra, n, kappa, conc, wavenum, thetaMx, logThetaMx,
mhChol, priors)
n_y * nwl
Matrix of observed Raman spectra.
number of observations to use in calculating the likelihood.
likelihood tempering parameter.
Vector of n_y
nanomolar (nM) dye concentrations
Vector of nwl
wavenumbers at which the spetra are observed.
(4+npeaks*4) x npart
Matrix of parameter values for each peak.
(4+npeaks*4) x npart
Matrix of logarithms of the parameters.
lower-triangular Cholesky factorisation of the covariance matrix for the random walk proposals.
List of hyperparameters for the prior distributions.
The number of RWMH proposals that were accepted.
Chib (1995) "Marginal Likelihood from the Gibbs Output," JASA 90(432): 1313--1321, DOI: 10.1080/01621459.1995.10476635
Rosenthal (2000) "Parallel computing and Monte Carlo algorithms" Far East J. Theor. Stat. 4(2): 207--236, URL: http://www.pphmj.com/abstract/1961.htm