mcmc.RdRun a mcmc sampler
mcmc(pars, n_steps, compare = NULL, progress = FALSE, n_chains = 1)
| pars | A [`mcmc_parameters`] object containing information about parameters ( parameter ranges, priors, proposal kernel, observation functions). |
|---|---|
| n_steps | Number of MCMC steps to run |
| compare | likelihood function to compare data to epidemic trajectory should return a single value representing the log-likelihood. Default is compare_basic() |
| progress | Logical, indicating if a progress bar should be displayed, using [`progress::progress_bar`]. |
| n_chains | Optional integer, indicating the number of chains to run. If more than one then we run a series of chains and merge them with [mcmc_combine()]. Chains are run in series, with the same model. |
A `gonovax_mcmc` object containing `pars` (sampled parameters) and `probabilities` (log prior, log likelihood and log posterior values for these probabilities).
This is a basic Metropolis-Hastings MCMC sampler. The `model` is run with a set of parameters to evaluate the likelihood. A new set of parameters is proposed, and these likelihoods are compared, jumping with probability equal to their ratio. This is repeated for `n_steps` proposals.
This function is adapted from the `pmcmc` in the mcstate package https://github.com/mrc-ide/mcstate