Initialize the Markov chain — mcmcInit • uqsa

This function must append all required attributes to the MCMC varible, for the Markov chain to update correctly.

Usage

mcmcInit(
  beta,
  parMCMC,
  simulate,
  logLikelihood,
  dprior,
  gradLogLikelihood = NULL,
  gprior = NULL,
  fisherInformation = NULL
)

Arguments

beta: inverse temperature for the Markov chain (parallel tempering)
parMCMC: a plain starting value for the Markov chain
logLikelihood: a function that maps simulations to logLikelihood values
gradLogLikelihood: the gradient function of the logLikelihood (optional) -- only if the algorithm requires it
fisherInformation: a function that calculates the Fisher Information matrix

Value

the same starting parameter vector, but with attributes.