GPS-ABC adaptive sampler, Meeds & Welling Algorithm 2 — gps_abc • rmorie

GPS-ABC adaptive sampler, Meeds & Welling Algorithm 2

Usage

gps_abc(
  sim,
  obs,
  log_prior,
  theta0,
  n_iter = 200L,
  n_sim = 10L,
  epsilon = 0,
  proposal_sd = 0.5,
  summary = NULL,
  seed = 0L,
  xi = 0.05,
  delta_s = 10L,
  n_alpha = 64L,
  max_sim = 400L
)

Arguments

sim: See Usage.
obs: See Usage.
log_prior: See Usage.
theta0: See Usage.
n_iter: See Usage.
n_sim: See Usage.
epsilon: See Usage.
proposal_sd: See Usage.
summary: See Usage.
seed: See Usage.
xi: See Usage.
delta_s: See Usage.
n_alpha: See Usage.
max_sim: See Usage.

Examples

# \donttest{
sim <- function(theta, e) theta + c(-0.5, 0, 0.5)
r <- gps_abc(sim, obs = c(0.5, 1, 1.5), log_prior = function(th) dnorm(th, 0, 5, log = TRUE),
             theta0 = 0, n_iter = 60L, n_sim = 5L, epsilon = 0.5)
names(r)
#> [1] "chain"            "acceptance_rate"  "n_simulations"    "unresolved_steps"
# }