Run Metropolis-Hastings algrorithm

Source: R/RunMetHastingsMcmc.R

Perform parameter inference for given model and observations data using data augmented Metropolis-Hastings algorithm. Optionally compute autocorrelation R.

RunMetHastingsMcmc(model, observations, initialParameters, iterations = 50000,
  adaptPeriod = 10000, mbp = TRUE, ppp = 0.3, autocorr = FALSE)

Arguments

model

CompModel object.
observations

dataframe containing the event sequence data.
initialParameters

vector of initial model parameters.
iterations

number of proposals to be made.
adaptPeriod

burn in period.
mbp

TRUE for model based proposals (MBP).
ppp

proportion of parameter proposals (not required for MBP).
autocorr

compute autocorrelation R.

Examples

# NOT RUN {
RunMetHastingsMcmc(model, observations, initialParameters)
RunMetHastingsMcmc(model, observations, initialParameters, 50000, 10000, TRUE, 0.3)
# }