Uniform Transition Kernel

Uniform Transition Kernel

kernel_unif(min. = -1, max. = 1, fixed = FALSE, scheme = "joint")

kernel_unif_reflective(
  min. = -1,
  max. = 1,
  lb = min.,
  ub = max.,
  fixed = FALSE,
  scheme = "joint"
)

Arguments

min., max.

Passed to runif.

fixed, scheme

For multivariate functions, sets the update plan. See plan_update_sequence().

lb, ub

Either a numeric vector or a scalar. Lower and upper bounds for bounded kernels. When of length 1, the values are recycled to match the number of parameters in the objective function. Use NA to indicate unbounded parameters (equivalent to -.Machine$double.xmax for lower bounds and .Machine$double.xmax for upper bounds). Named vectors are supported for clarity.

Value

An object of class fmcmc_kernel. fmcmc_kernel objects are intended to be used with the MCMC() function.

Details

The kernel_unif function provides a uniform transition kernel. This (symmetric) kernel function by default adds the current status values between [-1,1].

The kernel_unif_reflective is similar to kernel_unif with the main difference that proposals are bounded to be within [lb, ub].

See also

Other kernels: kernel_adapt(), kernel_mirror, kernel_new(), kernel_normal(), kernel_ram()

Examples

# Multivariate setting with 4 parameters in which we set the kernel to make
# proposals one parameter at-a-time in a random ordering.
kern <- kernel_unif(scheme = "random")