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nimble (version 1.2.1)

decideAndJump: Creates a nimbleFunction for executing the Metropolis-Hastings jumping decision, and updating values in the model, or in a carbon copy modelValues object, accordingly.

Description

This nimbleFunction generator must be specialized to three required arguments: a model, a modelValues, and a character vector of node names.

Usage

decideAndJump(model, mvSaved, target, UNUSED)

Arguments

model

An uncompiled or compiled NIMBLE model object.

mvSaved

A modelValues object containing identical variables and logProb variables as the model. Can be created by modelValues(model).

target

A character vector providing the target node.

UNUSED

Unused placeholder argument.

Author

Daniel Turek

Details

Calling decideAndJump(model, mvSaved, target) will generate a specialized nimbleFunction with four required numeric arguments:

modelLP1: The model log-probability associated with the newly proposed value(s)

modelLP0: The model log-probability associated with the original value(s)

propLP1: The log-probability associated with the proposal forward-transition

propLP0: The log-probability associated with the proposal reverse-tranisiton

Executing this function has the following effects: -- Calculate the (log) Metropolis-Hastings ratio, as logMHR = modelLP1 - modelLP0 - propLP1 + propLP0 -- Make the proposal acceptance decision based upon the (log) Metropolis-Hastings ratio -- If the proposal is accepted, the values and associated logProbs of all calcNodes are copied from the model object into the mvSaved object -- If the proposal is rejected, the values and associated logProbs of all calcNodes are copied from the mvSaved object into the model object -- Return a logical value, indicating whether the proposal was accepted