DrawInit {EntropyMCMC} | R Documentation |
Utility function for the package EntropyMCMC, for generating random
starting positions for the parallel Markov chains, used by, e.g.,
MCMCcopies
or EntropyParallel
.
DrawInit(nmc, d, initpdf="rnorm", ...)
nmc |
Number of parallel chains = initial points. |
d |
Space dimension. |
initpdf |
Random generator. Generators currently implemented are: "rnorm" as the Normal distribution and "runif" as the uniform distribution. |
... |
Parameters passed to initpdf |
DrawInit
returns a matrix of dimension (nmc,d) where each row is a
d
-dimensional point.
It is better for mixing properties to use diffuse initial distributions, such as the one proposed here. However Dirac initial points can also be used, precisely to evaluate the efficiency of a MCMC to escape from a wrong initial position (e.g., in the tails of the target density).
Didier Chauveau.
MCMCcopies
and
MCMCcopies.mc
for iid MCMC simulations,
EntropyParallel
and EntropyParallel.cl
for simultaneous simulation and entropy estimation.
Ptheta0 <- DrawInit(10, 5, initpdf="rnorm", mean=0, sd=5)