Class "SimInf_pmcmc"
Slots
modelThe
SimInf_modelobject to estimate parameters in.priorsA
data.framecontaining the four columnsparameter,distribution,p1andp2. The columnparametergives the name of the parameter referred to in the model. The columndistributioncontains the name of the prior distribution. Valid distributions are 'gamma', 'normal' or 'uniform'. The columnp1is a numeric vector with the first hyperparameter for each prior: 'gamma') shape, 'lognormal') logmean, 'normal') mean, and 'uniform') lower bound. The columnp2is a numeric vector with the second hyperparameter for each prior: 'gamma') rate, 'lognormal') standard deviation on the log scale, 'normal') standard deviation, and 'uniform') upper bound.targetCharacter vector (
gdataorldata) that determines if thepmcmcmethod estimates parameters inmodel@gdataor inmodel@ldata.parsIndex to the parameters in
target.n_particlesAn integer with the number of particles (> 1) to use in the bootstrap particle filter.
dataA
data.frameholding the time series data for the observation process.chainA matrix where each row contains
logPost,logLik,logPrior,accept, and theparametersfor each iteration.covmatA named numeric
(npars x npars)matrix with covariances to use as initial proposal matrix.adaptmixMixing proportion for adaptive proposal.
adaptiveControls when to start adaptive update.
See also
pmcmc and continue_pmcmc.