synlik (version 0.1.1)

smcmc: MCMC parameter estimation for objects of class synlik.

Description

MCMC parameter estimation for objects of class synlik.

Usage

smcmc(object, initPar, niter, nsim, propCov, burn = 0,
    priorFun = function(param, ...) 0, targetRate = NULL,
    recompute = FALSE, multicore = !is.null(cluster),
    cluster = NULL, ncores = detectCores() - 1,
    control = list(), ...)

Arguments

object

An object of class synlik.

initPar

see smcmc-class.

niter

see smcmc-class.

nsim

see smcmc-class.

propCov

see smcmc-class.

burn

see smcmc-class.

priorFun

see smcmc-class.

targetRate

see smcmc-class.

recompute

see smcmc-class.

multicore

see smcmc-class.

ncores

see smcmc-class.

cluster

an object of class c("SOCKcluster", "cluster"). This allowes the user to pass her own cluster, which will be used if multicore == TRUE. The user has to remember to stop the cluster.

control

see smcmc-class.

...

additional arguments to be passed to slik function, see slik.

Value

An object of class smcmc.

References

Vihola, M. (2011) Robust adaptive Metropolis algorithm with coerced acceptance rate. Statistics and Computing.