Hierarchical MCMC using emulator

Hierarchical MCMC

hier.mcmc(
  settings,
  gp.stack,
  nstack = NULL,
  nmcmc,
  rng_orig,
  jmp0,
  mu_site_init,
  nparam,
  nsites,
  llik.fn,
  prior.fn.all,
  prior.ind.all
)

Arguments

settings

a pecan settings list

gp.stack

list of GPs

nstack

list of number of observations, currently not used

nmcmc

number of MCMC iterations

rng_orig

range of knots

jmp0

initial jump vars

mu_site_init

initial parameter values per site

nparam

number of parameters

nsites

number of sites

llik.fn

list of likelihood functions

prior.fn.all

list of prior functions

prior.ind.all

indices of targeted parameters

Author

Istem Fer