proposal.nl {BMAmevt} | R Documentation |
Density of the proposal distribution q(cur.par,prop.par)
and random generator for MC MC algorithm in the NL3 model.
proposal.nl(type = c("r", "d"), cur.par, prop.par, MCpar = get("nl.MCpar"), log = TRUE)
type |
One of the character strings |
cur.par |
Current state of the chain. |
prop.par |
Candidate parameter. |
MCpar |
A list made of a single element: MC MC parameter. Re-centering parameter for the proposal distribution. |
log |
Logical. Only used when |
The two components of proposal parameter
(alpha*, beta12*, beta13*, beta23*)
are generated independently, under a beta distribution with mode at the current parameter's value.
Let ε = MCpar$eps.recentre
. To generate alpha*
, given the current state alpha(t)
,
let m(t) = ε /2 + (1-ε) * α(t) be the mean
of the Beta proposal distribution and λ = 2/ε
(a scaling constant). Then
α * ~ Beta(λ m(t), λ(1-m(t))).
The betaij*
's are generated similarly.
Either the (log-)density of the proposal parameter prop.par
, given cur.par
(if type == "d"
), or a proposal parameter (a vector), if type =="r"
.