accept_ratio function

Acceptance ratio for Hastings-Metropolis simulated MCMC chains

Internal function for the package EntropyMCMC, computes the acceptance ratio required in the definition of any Hastings-Metropolis algorithm.

accept_ratio(x, y, target, q_pdf, f_param, q_param, symmetric = FALSE)

Arguments

• x: The current position.
• y: The next (proposal) position.
• target: The target density for which the MCMC algorithm is defined; may be given only up to a multiplicative constant for most MCMC. Target must be a function such as the multidimensional gaussian target_norm(x,param).
• q_pdf: The density of the proposal.
• f_param: A list holding all the necessary target parameters, consistent with the target definition.
• q_param: A list holding all the necessary parameters for the proposal density of the MCMC algorithm mcmc_algo.
• symmetric: If TRUE, the proposal q_pdf is symmetric which simplifies the acceptance ratio compuatation

Details

The accept_ratio is used to decide whether to accept or reject a candidate $y$. The acceptance ratio indicates how probable the new proposed candidate is with respect to the current candidate $x$, according to the distribution target.

Returns

accept_ratio returns a real value alpha, which indicates the computed value of the current accept_ratio.

Author(s)

Didier Chauveau, Houssam Alrachid.