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, ... )
| 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 |