Chris Jewell committed Nov 07, 2016 1 2 3 4 5 6 % Generated by roxygen2: do not edit by hand % Please edit documentation in R/mcmc.R \docType{class} \name{AdaptiveMultiMRW} \alias{AdaptiveMultiMRW} \title{AdaptiveMultiMRW}  Chris Jewell committed Apr 24, 2020 7 8 \format{ Object of \code{\link{R6Class}} with methods for updating a \link{Node} instance.  Chris Jewell committed Nov 07, 2016 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 } \value{ Object of \code{\link{AdaptiveMultiMRW}} } \description{ This class implements an Adaptive Multi-site Metropolis random walk algorithm. } \details{ A multivariate Gaussian proposal is used, for which the proposal variance is a scaled version of the evolving empirical posterior covariance matrix. See Roberts and Rosenthal (2012) Examples of Adaptive MCMC. \emph{Journal of Computational and Graphical Statistics}. \bold{18}:349--367. Please note that no checks are performed as to the suitability of this algorithm for a particular \link{StochasticNode}. It is up to the user to use the correct update algorithm for the appropriate nodes. }  Chris Jewell committed Apr 24, 2020 27 \section{Methods}{  Chris Jewell committed Nov 07, 2016 28   Chris Jewell committed Apr 24, 2020 29 30 31 32 33 34 35 36 37 38 39 40 41 \describe{ \item{\code{new(node, tune = rep(0.1, length(node$getData())), burning = 100)}}{constructor takes an instance of a \link{StochasticNode} node, initial tuning vector (diagonal of adaptive tuning matrix), and number of burnin calls.} \item{\code{update()}}{when called, updates \code{node}} \item{\code{acceptance()}}{return the acceptance rate} } } \keyword{DAG} \keyword{MCMC} \keyword{node} \section{Public fields}{ \if{html}{\out{ }}  Chris Jewell committed Nov 07, 2016 42 43 44 45 46 47 48 49 50 51 52 53 \describe{ \item{\code{cov}}{the current covariance} \item{\code{burnin}}{the number of updates to burn in} \item{\code{tune}}{the current tuning matrix} \item{\code{naccept}}{the number of accepted proposals} \item{\code{ncalls}}{the number of times \code{update} has been called} \item{\code{node}}{the node to which the updater is attached}  Chris Jewell committed Apr 24, 2020 54 55 56 } \if{html}{\out{ }} }  Chris Jewell committed Nov 07, 2016 57 \section{Methods}{  Chris Jewell committed Apr 24, 2020 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 \subsection{Public methods}{ \itemize{ \item \href{#method-new}{\code{AdaptiveMultiMRW$new()}} \item \href{#method-update}{\code{AdaptiveMultiMRW$update()}} \item \href{#method-acceptance}{\code{AdaptiveMultiMRW$acceptance()}} \item \href{#method-clone}{\code{AdaptiveMultiMRW$clone()}} } } \if{html}{\out{ }} \if{html}{\out{}} \if{latex}{\out{\hypertarget{method-new}{}}} \subsection{Method \code{new()}}{ \subsection{Usage}{ \if{html}{\out{ }}\preformatted{AdaptiveMultiMRW$new( node, tune = rep(0.1, length(node$getData())), burnin = 100 )}\if{html}{\out{ }} }  Chris Jewell committed Nov 07, 2016 77 78  }  Chris Jewell committed Apr 24, 2020 79 80 81 82 83 84 \if{html}{\out{ }} \if{html}{\out{}} \if{latex}{\out{\hypertarget{method-update}{}}} \subsection{Method \code{update()}}{ \subsection{Usage}{ \if{html}{\out{ }}\preformatted{AdaptiveMultiMRW$update()}\if{html}{\out{
}}  Chris Jewell committed Nov 07, 2016 85 }  Chris Jewell committed May 03, 2017 86   Chris Jewell committed Apr 24, 2020 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 } \if{html}{\out{
}}\preformatted{AdaptiveMultiMRW$acceptance()}\if{html}{\out{ }} } } \if{html}{\out{ }} \if{html}{\out{}} \if{latex}{\out{\hypertarget{method-clone}{}}} \subsection{Method \code{clone()}}{ The objects of this class are cloneable with this method. \subsection{Usage}{ \if{html}{\out{ }}\preformatted{AdaptiveMultiMRW$clone(deep = FALSE)}\if{html}{\out{
}} } } }