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updateSMARTchain

updateSMARTchain[chainstate, nsq, nbp, pritheta, prirho, prieps, isadp, adprate, rjfreq, isprint]
updates chainstate for one MCMC chain.
  • The pritheta = {shape, scale, min, max}, and the theta in prior follows the GammaDistribution [shape, scale], truncated to be in the range [min,max]. If scale=Infinity, it becomes the UniformDistribution [min, max].
  • The prirho = {shape, scale, min, max}, and the rho in prior follows the GammaDistribution [shape, scale], truncated to be in the range [min,max]. If scale=Infinity, it becomes the UniformDistribution [min, max].
  • The priepsilon = {alpha, beta, min, max}, and the epsilon in prior follows the the BetaDistribution [alpha, beta], truncated to be in the range [min,max].
  • isadp: whether the proposal distributions are adpatived (isadp=True) or not (isadp=False).
  • adprate: the rate of adaptation if isadp=True.
  • rjfreq: the number of reversible jump sampler per iteration.
  • isprint: whether each step of updateSMARTchain is printed on monitor.