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 target_norm(x,param). 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 mcmc_algo. symmetric If TRUE, the proposal q_pdf is symmetric which simplifies the acceptance ratio compuatation

### Details

The accept_ratio is used to decide whether to accept or reject a candidate y. The acceptance ratio indicates how probable the new proposed candidate is with respect to the current candidate x, 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.

[Package EntropyMCMC version 1.0.4 Index]