A Base R, simple implementation of the No-Underrun Sampler. This package aims to mostly directly implement the algorithm as described by th
Special two arg log_sum
+9
-1
+9
-1
R/NURS.R
+9
-1
R/NURS.R
···
8
8
}
9
9
}
10
10
11
+
log_sum_two <- function(log_a, log_b) {
12
+
if (log_a > log_b) {
13
+
log_a + log1p(exp(log_b - log_a))
14
+
} else {
15
+
log_b + log1p(exp(log_a - log_b))
16
+
}
17
+
}
18
+
11
19
#' Check no underrun stopping condition
12
20
#'
13
21
#' @param log_vals orbit
···
85
93
for (i in seq_len(n_ext)) {
86
94
theta_i <- orbit_ext[[i]]
87
95
log_i <- log_ext[i]
88
-
logW_new <- log_sum_exp(c(logW, log_i))
96
+
logW_new <- log_sum_two(logW, log_i)
89
97
if (runif(1) < exp(log_i - logW_new)) theta_tilde <- theta_i
90
98
logW <- logW_new
91
99
}