The Metropolis Algorithm (Metropolis et al. 1953)
M(startValue = NULL, iterations = 10000, nBI = 0, parmin = NULL, parmax = NULL, f = 1, FUN, consoleUpdates = 1000)
startValue | vector with the start values for the algorithm. Can be NULL if FUN is of class BayesianSetup. In this case startValues are sampled from the prior. |
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iterations | iterations to run |
nBI | number of burnin |
parmin | minimum values for the parameter vector or NULL if FUN is of class BayesianSetup |
parmax | maximum values for the parameter vector or NULL if FUN is of class BayesianSetup |
f | scaling factor |
FUN | function to be sampled from or object of class bayesianSetup |
consoleUpdates | interger, determines the frequency with which sampler progress is printed to the console |
Metropolis, Nicholas, et al. "Equation of state calculations by fast computing machines." The journal of chemical physics 21.6 (1953): 1087-1092.