contLikMCMCpara {euroformix}R Documentation

contLikMCMCpara

Description

Parallelization on contLikMCMC using snow

Usage

contLikMCMCpara(mlefit, niter = 10000, delta = 10, maxxi = 1)

Arguments

mlefit

Fitted object using contLikMLE

niter

Number of samples in the MCMC-sampling.

delta

A numerical parameter to scale with the covariance function Sigma. Default is 2. Should be higher to obtain lower acception rate.

maxxi

Upper boundary of the xi-parameters

Details

The procedure is doing parallelization of the contLikMCMC function

Value

ret A list (margL,posttheta,postlogL,logpX,accrat,Ubound ) where margL is Marginalized likelihood for hypothesis (model) given observed evidence, posttheta is the posterior samples from a MC routine, postlogL is sampled log-likelihood values, accrat is ratio of accepted samples. Ubound is upper boundary of parameters.

Author(s)

Oyvind Bleka

References

Craiu,R.V. and Rosenthal, J.S. (2014). Bayesian Computation Via Markov Chain Monte Carlo. Annu. Rev. Stat. Appl., 1,179-201.


[Package euroformix version 1.11.3 Index]