search for: logdensity

Displaying 3 results from an estimated 3 matches for "logdensity".

2005 Jul 19
1
initial points for arms in package HI
...start. To show the effect I constructed a demonstration example. It is reproducible without further information. Please note that my target density is not logconcave. Thanks for all comments or ideas. Christoph Buser ## R Code: library(HI) ## parameter for the distribution para <- 0.1 ## logdensity logDichteGam <- function(x, u = para, v = para) { -(u*x + v*1/x) - log(x) } ## density except for the constant propDichteGam <- function(x, u = para, v = para) { exp(-(u*x + v*1/x) - log(x)) } ## calculating the constant (c <- integrate(propDichteGam, 0, 1000, rel.tol = 10^(-12))$valu...
2008 Sep 29
0
Acceptance rate in metrop
Hi I am using metrop in MCMC library.  Since some times the prior density is 0 and the log prior density would be –Inf, I ask the return value for loglikelihood equal to Min.log, which is defined as log(.Machine$double.xmin)-400, whenever a –Inf occurs to the logdensity.  However, I noticed if two Min.log’s happen in a row, the sampled parameter value for the second Min.log is treated as accepted.  As a result, the parameters result in 0 prior density are included in my results, which I do not want to do.  How should I deal with it to avoid the acceptance of these...
2008 Oct 15
0
R-help Digest, Vol 67, Issue 31
...o.com> Content-Type: text/plain Hi I am using metrop in MCMC library.? Since some times the prior density is 0 and the log prior density would be ?Inf, I ask the return value for loglikelihood equal to Min.log, which is defined as log(.Machine$double.xmin)-400, whenever a ?Inf occurs to the logdensity.? However, I noticed if two Min.log?s happen in a row, the sampled parameter value for the second Min.log is treated as accepted.? As a result, the parameters result in 0 prior density are included in my results, which I do not want to do.? How should I deal with it to avoid the acceptance of these...