srbeta_optimize {stors} | R Documentation |
Optimizing Beta Distribution proposal
Description
The srbeta_optimize()
function generates an optimized proposal for a targeted Beta distribution.
The proposal can be customized and adjusted based on various options provided by the user.
Usage
srbeta_optimize(
shape1 = 2,
shape2 = 2,
xl = 0,
xr = 1,
steps = NULL,
proposal_range = NULL,
theta = 0.1,
target_sample_size = 1000,
verbose = FALSE
)
Arguments
shape1 |
(optional) Numeric. The first shape parameter ( |
shape2 |
(optional) Numeric. The second shape parameter ( |
xl |
Numeric. Left truncation bound for the target distribution. Defaults to |
xr |
Numeric. Right truncation bound for the target distribution. Defaults to |
steps |
(optional) Integer. Desired number of steps in the proposal. Defaults to |
proposal_range |
(optional) Numeric vector. Specifies the range for optimizing the steps part of the proposal. Defaults to |
theta |
Numeric. A parameter for proposal optimization. Defaults to 0.1. |
target_sample_size |
(optional) Integer. Target sample size for proposal optimization. Defaults to |
verbose |
Boolean. If |
Details
When srbeta_optimize()
is explicitly called:
A proposal is created and cached. If no parameters are provided, a standard proposal is created with
shape1 = 1
andshape2 = 1
.Providing
shape1
andshape2
creates a custom proposal, which is cached for use withsrbeta_custom()
.The optimization process can be controlled via parameters such as
steps
,proposal_range
, ortheta
. If no parameters are provided, the proposal is optimized via brute force based on thetarget_sample_size
.
Value
A list containing the optimized proposal and related parameters for the specified Beta distribution. The proposal is also cached for internal use.
data
Detailed information about the proposal steps, including
x
,s_upper
,p_a
, ands_upper_lower
.areas
The areas under the left tail, steps, and right tail of the proposal distribution.
steps_number
The number of steps in the proposal.
f_params
The parameters (
shape1
andshape2
) of the Beta distribution.
See Also
srbeta_custom
: Function to sample from a custom proposal generated by srbeta_optimize()
.
Examples
# Generate a standard proposal with shape1 = 1 and shape2 = 1
standard_proposal <- srbeta_optimize()
# Generate a custom proposal with shape1 = 2 and shape2 = 3
custom_proposal <- srbeta_optimize(shape1 = 2, shape2 = 3)