Revision de5c60ae1baa5bc3f87fadd41e625254d958afe1 authored by Yanwei (Wayne) Zhang on 05 March 2019, 09:50:03 UTC, committed by cran-robot on 05 March 2019, 09:50:03 UTC
1 parent 29e153f
mh.h
/**
* @file mh.h
* @brief header files for Metropolis-Hastings algorithms
* @author Wayne Zhang
*/
#ifndef CPLM_MH_H
#define CPLM_MH_H
/* one-dimensional update with a truncated normal proposal */
int metrop_tnorm_rw(double m, double sd, double lb, double rb, double *sn,
double (*myfunc)(double x, void *data), void *data);
/* R callable 1-d random walk metropolis */
SEXP bcplm_metrop_rw(SEXP n, SEXP m, SEXP sd, SEXP lb, SEXP rb,
SEXP fun, SEXP rho);
/* multivariate update with a multivariate normal proposal */
double dmvnorm(int d, double *x, double *m, double *iv) ;
int metrop_mvnorm_rw(int d, double *m, double *v, double *sn,
double (*myfunc)(double *x, void *data), void *data);
#endif
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