SMMALA Extract the gradient of the log-likelihood from the simfi solver's return value

This function extracts the approximate gradient of the log-likelihood and transforms the gradient using the Jacobian of the parameter map between Markov chain variables and model parameters.

Usage

simfiGaussianGradLogLikelihood(
  ParMapJac = function(x) {
     diag(1, length(x))
 }
)

Arguments

ParMapJac

Jacobian of the parMap function

Value

the gradient of the Gaussian log-likelihood with respect to the MCMC variable

Details

The simfi() gradient is with respect to the raw model parameters