Rev Language Reference
mvRandomGeometricWalk - Geometric random walk
A move that performs geometric random walk on an integer variable. The displacement of the random walk is drawn from a geometric distribution, mirrored for positive and negative steps.
Usage
mvRandomGeometricWalk(Integer x, Probability alpha, Bool tune, RealPos weight, Probability tuneTarget)
Arguments
| x : | Integer (<stochastic> pass by reference) |
| The variable on which this move operates. | |
| alpha : | Probability (pass by value) |
| The success probability of the geometric distribution. | |
| Default : 0.5 | |
| tune : | Bool (pass by value) |
| Should we tune the success probability during burnin? | |
| Default : TRUE | |
| weight : | RealPos (pass by value) |
| The weight determines the relative frequency with which this move will be attempted. For details, see the description of the 'moveschedule' parameter on the documentation page for 'mcmc()'. | |
| Default : 1 | |
| tuneTarget : | Probability (pass by value) |
| The acceptance probability targeted by auto-tuning. | |
| Default : 0.44 |
Example
p <- 0.8
x ~ dnGeom(p)
moves[1] = mvRandomGeometricWalk(x, weight=1.0)
monitors[1] = mvScreen(printgen=1000, x)
mymodel = model(p)
mymcmc = mcmc(mymodel, monitors, moves)
mymcmc.burnin(generations=20000,tuningInterval=100)
mymcmc.run(generations=200000)
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