Accept_proposal {RobustCalibration}R Documentation

Determine whether we accept the proposed poserior sample at one step of MCMC.

Description

Determine whether the proposed poserior sample is accepted at one step of MCMC.

Usage

Accept_proposal(r)

Arguments

r

r is a real number calculated by the ratio of posterior distribution with a new proposed sample of parameters and the posterior distribution with the current parameters.

Value

A bool value. If it is true, the proporsed sample gets accepted; if not, it gets rejected.

Author(s)

Mengyang Gu [aut, cre]

Maintainer: Mengyang Gu <mengyang@pstat.ucsb.edu>

References

Mengyang Gu. (2016). Robust Uncertainty Quantification and Scalable Computation for Computer Models with Massive Output. Ph.D. thesis. Duke University.


[Package RobustCalibration version 0.5.6 Index]