Run MCMC Simulation

Executes the MCMC simulation using mcstate::pmcmc() with two control stages. The first run is typically used to adapt the proposal distribution, and the second run performs the full MCMC sampling.

Usage

run_mcmc_simulation(mcmc_pars, filter, start_values, control1, control2)

Arguments

mcmc_pars

MCMC parameter object (e.g., generated by mcstate::pmcmc_parameters()).

filter

A particle filter object, typically created using mcstate::particle_filter().

start_values

Initial values for the MCMC chains.

control1

A pmcmc_control object for the initial adaptation stage.

control2

A pmcmc_control object for the full MCMC run.

Value

An MCMC object (of class mcstate_pmcmc) containing posterior samples and diagnostics.