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Initialize the Markov chain

mcmc_init.Rd

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

Usage

mcmc_init(
  beta,
  parMCMC,
  simulate,
  logLikelihood = ll,
  dprior = function(x) prod(rnorm(x)),
  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.