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mdir (version 0.9.0)

processProposalWindows: Process proposal windows

Description

Internal function to check that the proposal windows passed to MDI are of the expected type. If the default is used then the GP hyper-parameters have proposal windows 0.125 (ampltidue), 0.15 (length-scale), and 0.1 (noise).

Usage

processProposalWindows(proposal_windows, types)

Value

List of vectors of proposal windwos (for GP or TAGPM mixtures) or NULLs (all other types).

Arguments

proposal_windows

List of the proposal windows for the Metropolis-Hastings sampling of Gaussian process hyperparameters. Each entry corresponds to a view. For views modelled using a Gaussian process, the first entry is the proposal window for the ampltiude, the second is for the length-scale and the third is for the noise. These are not used in other mixture types.

types

Character vector indicating density types to use. 'G' (Gaussian with diagonal covariance matrix) 'MVN' (multivariate normal), 'TAGM' (t-adjust Gaussian mixture), 'GP' (MVN with Gaussian process prior on the mean), 'TAGPM' (TAGM with GP prior on the mean), 'C' (categorical).

Examples

Run this code
V <- 3
proposal_windows <- vector("list", V)
types <- c("GP", "MVN", "C")
proposal_windows[[1]] <- c(0.15, 0.20, 0.10)
processProposalWindows(proposal_windows, types)

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