TABLE OF CONTENTS

MetropolisHastings/acceptreject [ Functions ]

NAME

    acceptreject --- accept of reject a M-H step

FUNCTION

Handles accept-reject portion of every Metropolis-Hastings step. Given a base likelihood and a candidate loglikelihood, generates a random number and decides whether to accept or reject the step.

SYNOPSIS

2549 acceptreject <- function(baselik, candlik, ratio = 1)

INPUTS

    baselik    loglikelihood of the base model
    candlik    loglikelihood of the candidate model
    ratio      additional multiplier (e.g. prior ratio)

OUTPUTS

    acc        boolean, whether to accept or reject the jump

SOURCE

2552 {
2553     if(is.nan(candlik)) candlik <- -Inf
2554     # compute acceptance probability
2555     r <- exp(candlik - baselik) * ratio
2556     p.accept <- min(1, r)
2557     if(is.nan(p.accept)) p.accept <- 0
2558     # generate uniform and accept or reject
2559     if(runif(1) < p.accept){
2560         return(TRUE)
2561     }else{
2562         return(FALSE)
2563     }
2564 }