samplr (version 1.1.0)

calc_levy: Levy Flights Calculator

Description

This function analyses if the length of the jumps the sampler is making (\(l\)) belongs to a Levy probability density distribution, \(P(l) \approx l^{-\mu}\).

Usage

calc_levy(chain, plot = FALSE)

Value

If plot is true, it returns a simple plot with the log absolute difference in estimates and their frequency, as well as an estimate for the \(\mu\) parameter. If false it returns a list with what's required to make the plot.

Arguments

chain

Matrix of n x d dimensions, n = iterations, d = dimensions.

plot

Boolean. plot Boolean. Whether to also plot the distance-frequency relationship.

Details

Values of \(\mu \approx 2\) have been used to describe foraging in animals, and produce the most effective foraging viswanathan1999OptimizingSuccessRandomsamplr. See zhu2018MentalSamplingMultimodal;textualsamplr for a comparison of Levy Flight and PSD measures for different samplers in multimodal representations.

References

Examples

set.seed(1)
chain1 <- sampler_mh(1, "norm", c(0,1), diag(1))
calc_levy(chain1[[1]], plot=TRUE)