sample_random_walk {rmcmc} | R Documentation |
Sample new state from random walk proposal.
Description
Sample new state from random walk proposal.
Usage
sample_random_walk(
state,
target_distribution,
scale_and_shape,
sample_auxiliary = stats::rnorm
)
Arguments
sample_auxiliary |
Function which generates a random vector from auxiliary variable distribution. |
Value
Proposal object. A list with entries
-
sample
: a function to generate sample from proposal distribution given current chain state, -
log_density_ratio
: a function to compute log density ratio for proposal for a given pair of current and proposed chain states, -
update
: a function to update parameters of proposal, -
parameters
: a function to return list of current parameter values. -
default_target_accept_prob
: a function returning the default target acceptance rate to use for any scale adaptation. -
default_initial_scale
: a function which given a dimension gives a default value to use for the initial proposal scale parameter.
[Package rmcmc version 0.1.1 Index]