Metropolis classic sampler with given covariance for RW

Metropolis classic sampler with given covariance for RW

Metropolis(
  niter,
  covwalk,
  parinit,
  Rexp,
  tdensD,
  alpha,
  parprior,
  adaptive,
  calibration
)

Arguments

niter	number of iterations
covwalk	covariance matrix for random walk
parinit	vector of initial parameters rhos, variance of the observation noise, variance of the discrepancy and (if calibration) thetas
Rexp	residual of field data vs simulator
tdensD	output of the function tensordist
alpha	power in the exponential kernel
parprior	prior parameters for the parameters
adaptive	boolean to adapt the random walk
calibration	list of needed field if a calibration is to be performed in this order 1) computer model, 2) field observation, 3) field variable, 4) boolean indicating whether calibration is to be performed or not.

Value

Posterior sample in the transformed space