accept_ratio {EntropyMCMC} | R Documentation |
Acceptance ratio for Hastings-Metropolis simulated MCMC chains
Description
Internal function for the package EntropyMCMC
, computes the acceptance ratio required in the definition of any Hastings-Metropolis algorithm.
Usage
accept_ratio(x, y, target, q_pdf, f_param, q_param, symmetric = FALSE)
Arguments
x |
The current position. |
y |
The next (proposal) position. |
target |
The target density for which the MCMC algorithm is defined;
may be given only up to a multiplicative constant for most MCMC.
Target must be a function such as the multidimensional gaussian
|
q_pdf |
The density of the proposal. |
f_param |
A list holding all the necessary target parameters, consistent with the target definition. |
q_param |
A list holding all the necessary parameters
for the proposal density of the MCMC algorithm |
symmetric |
If |
Details
The accept_ratio
is used to decide whether to accept or reject a candidate
. The acceptance ratio indicates how probable the new proposed candidate is with respect to the current candidate
, according to the distribution
target
.
Value
accept_ratio
returns a real value alpha
, which indicates the computed value of the current accept_ratio
.
Author(s)
Didier Chauveau, Houssam Alrachid.