Gibbs {Umacs} | R Documentation |
Creates a Gibbs
object that is used to initialize
an R function that performs a Gibbs updating step within the
sampler function generated by Sampler
.
The sampler is built using the Umacs function Sampler
;
and the arguments (update
and init
) are embedded in the sampler function.
Gibbs(update, init)
update |
An R function, with no arguments, that samples directly from a (fully) conditional distribution. May refer directly to variables that are specified in the code{link{Sampler}} function call. Must return the updated value. |
init |
An R function that returns a (random) starting point for a Markov chain for the parameter. To be executed before the iteration loop (before each chain). |
Gibbs
is to be used only within the Sampler
function call.
The arguments of the update and init functions are ignored.
The body of the function can contain references to any parameters
that are defined in the Sampler
function call, or to any
variables in an enclosing environment (such as the Global Environment).
The name of the parameter that is being updated is not specified in the
Gibbs object (and not in any of the argument functions either);
a call Gibbs
must be associated with a parameter name within
a Sampler
function call.
An object of class Gibbs
,
to be further processed by the Umacs function Sampler
.
Jouni Kerman <jouni@kerman.com>
Kerman, Jouni. Umacs: A Universal Markov Chain Sampler. Technical report, Columbia University, New York.
Umacs
and Sampler
for examples on how to create sampler functions.