smcmc {synlik}

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.

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.

ncores

see smcmc-class.

control

see smcmc-class.

...

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

Value

An object of class smcmc.

Author(s)

Matteo Fasiolo <[e-mail]>, code for adaptive step from the adaptMCMC package.

References

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