Should 2 Markov chains exchange their temperatures

This function makes a Boolean choice about chnages in temperature, based on the log(liklihood) values of two Markov chains in a parallel tempering setting.

Usage

change_temperature(b1, ll1, b2, ll2)

Arguments

b1

the inverse temperature of chain 1

ll1

the log-likelihood of chain 1

b2

the inverse temperature of chain 2

ll2

the log-likelihood of chain 2

Value

TRUE is the chains should swap their temperatures

Details

This function is useful if mpi.send() and mpi.recv() are used.

Examples

b <- c(1.0,0.5)
if (change_temperature(b[1],-850,b[2],-600)){ # with some randomness
  message(sprintf("yes, swapping temperature %f <=> %f",b[1],b[2]))
} else {
  message(sprintf("no, temperature %f, and %f stay unchanged",b[1],b[2]))
}
#> yes, swapping temperature 1.000000 <=> 0.500000