rbi.helpers (version 0.4.0)

adapt_particles: Adapt the number of particles

Description

This function takes the provided libbi and runs MCMC at a single point (i.e., repeatedly proposing the same parameters), adapting the number of particles distribution until the variance of the log-likelihood crosses the value given as target.variance (1 by default).

Usage

adapt_particles(
  x,
  min = 1,
  max = 1024,
  target_variance = 1,
  quiet = FALSE,
  target.variance,
  ...
)

Value

a libbi with the desired proposal distribution

Arguments

x

a libbi object

min

minimum number of particles

max

maximum number of particles

target_variance

target log-likelihood variance; once this is crossed, the current number of particles will be used

quiet

if set to TRUE, will not provide running output of particle numbers tested

target.variance

deprecated; use target_variance instead

...

parameters for libbi$run

Examples

example_obs <- rbi::bi_read(system.file(package="rbi", "example_dataset.nc"))
example_model <- rbi::bi_model(system.file(package="rbi", "PZ.bi"))
example_bi <- rbi::libbi(model = example_model, obs = example_obs)
obs_states <- rbi::var_names(example_model, type = "obs")
max_time <- max(vapply(example_obs[obs_states], function(x) {
  max(x[["time"]])
}, 0))
if (FALSE) {
  adapted <- adapt_particles(example_bi, nsamples = 128, end_time = max_time)
}