Jumps Definition {evdbayes}R Documentation

Functions to define reversible jumps

Description

These are function usefull to define reversible jumps for the algorithm. There is currently three functions: jacFun which evaluates the jacobian, movType1 which returns a special proposal of type 1 and movTyp2 which returns a special proposal of type 2.

Usage

jacFun(xi, pMass, cv)
movTyp1(prow, pMass, cv)
movTyp2(prow, propShape, cv)

Arguments

xi The shape parameter at which the jacobian must be evaluated.
pMass The point Mass i.e. the fixed value for the shape parameter. See reference guide.
cv A numeric value for jumping rule. See reference guide.
prow The current state of the Markov Chain.
propShape The proposal shape candidate.

Details

These are special fucntions but can be overwritten to define new jumping rules.

See user's guide.

Value

movTyp1 and movTyp2 returns a vector of lenght two. It corresponds to location and scale proposals.
jacFun return the value of the Jacobian at value xi.

Author(s)

Mathieu Ribatet

References

Green, P. (1995) Reversible jump Markov chain Monte Carlo computation and Bayesian model determination. Biometrica 82:711–732.


[Package evdbayes version 1.0-7 Index]