Generate a probability list for MJMCMC (Mode Jumping MCMC)
gen.probs.mjmcmc()A named list with five elements:
largeA numeric value representing the probability of making a large jump. If a large jump is not made, a local MH (Metropolis-Hastings) proposal is used instead.
large.kernA numeric vector of length 4 specifying the probabilities for different types of large jump kernels. The four components correspond to:
Random change with random neighborhood size
Random change with fixed neighborhood size
Swap with random neighborhood size
Swap with fixed neighborhood size
These probabilities will be automatically normalized if they do not sum to 1.
localopt.kernA numeric vector of length 2 specifying the probabilities for different local optimization methods during large jumps. The first value represents the probability of using simulated annealing, while the second corresponds to the greedy optimizer. These probabilities will be normalized if needed.
random.kernA numeric vector of length 2 specifying the probabilities of different randomization kernels applied after local optimization of type one or two. These correspond to the first two kernel types as in large.kern but are used for local proposals with different neighborhood sizes.
mhA numeric vector specifying the probabilities of different standard Metropolis-Hastings kernels, where the first four as the same as for other kernels, while fifths and sixes components are uniform addition/deletion of a covariate.