bound_par_cor {thames}R Documentation

Bounded parameter correction

Description

Computes Monte Carlo estimate of the bounded parameter correction to THAMES

Usage

bound_par_cor(theta_hat, sigma_svd, bound, radius, n_simuls = 1e+05)

Arguments

theta_hat

center of the ellipsoid A.

sigma_svd

Singular value decomposition (SVD) of the posterior covariance matrix used to define A.

bound

Function calculating membership of a point in the posterior support.

radius

positive number, radius determining the ellipsoid A

n_simuls

Integer, number of Monte Carlo simulations to use in the calculation.

Value

A number in [0,1] estimating of the proportion of the volume of A contained in the posterior support.

Examples

theta_ext <- runif(100)
theta_ins <- runif(100) / 100

[Package thames version 0.1.2 Index]