update_sample_rev function

update_sample_rev

This is the workhorse of the MCMC algorithm

update_sample_rev(
  samps,
  samp.p,
  cov.mats,
  data,
  sim,
  out,
  Tmax,
  sizestep,
  data.times,
  l,
  solver,
  i,
  cnt,
  obs.model,
  pdfs,
  hyper,
  w.p,
  verbose.mcmc,
  verbose,
  is.de,
  is.single,
  joint.blocks,
  ...
)

Arguments

• samps: row vector of samples from the previous mcmc iteration
• samp.p: the parlist created by setup_debinfer
• cov.mats: the covariance matrices
• data: the observation
• sim: the de.model
• out: list containing the initial or previous update i.e. list(s=samps[i-1,], inits=inits, p=params, sim.old=sim.start)
• Tmax: maximum timestep for solver
• sizestep: sizestep for solver when not using data.times
• data.times: times with observations
• l: number of parameters to be proposed
• solver: solver choice
• i: current MCMC iteration
• cnt: interval for printing/plotting information on chains
• obs.model: function containing obs model
• pdfs: names of prior pdfs
• hyper: list of hyperparameters
• w.p: names of free parameters
• verbose.mcmc: logical print MCMC progress messages
• verbose: logical, print additional information from solver
• is.de: logical, parameter is an input for the solver
• is.single: parameter is to be proposed individually
• joint.blocks: names of joint blocks
• ...: further arguments to solver