metropolis - MCMC step acceptance test

metropolis

Metropolis rule for acceptance or rejection

metropolis_dr

Delayed rejection metropolis

MCMC step acceptance test.

bumps.dream.metropolis.metropolis(xtry, logp_try, xold, logp_old, step_alpha)[source]

Metropolis rule for acceptance or rejection

Generates the next generation, newgen from:

x_new[k] = x[k]     if U > alpha
         = x_old[k] if U <= alpha

where alpha is p/p_old and accept is U > alpha.

Returns x_new, logp_new, alpha, accept

bumps.dream.metropolis.metropolis_dr(xtry, logp_try, x, logp, xold, logp_old, alpha12, R)[source]

Delayed rejection metropolis