Description Usage Arguments Value Author(s) See Also

Adaptive Metropolis-Hastings algorithm, with parallel chains. The adaptation is such that it targets an acceptance rate.

1 | ```
adaptiveMH(target, AP, proposal, verbose)
``` |

`target` |
Object of class |

`AP` |
Object of class |

`proposal` |
Object of class |

`verbose` |
Object of class |

The function returns a list holding various information:

`finalchains` |
The last point of each chain. |

`acceptrates` |
The vector of acceptance rates at each step. |

`sigma` |
The vector of the standard deviations used by the MH kernel along the iterations. If the proposal was adaptive, this allows to check how the adaptation behaved. |

`allchains` |
If asked in the tuning parameters, the chain history. |

`alllogtarget` |
If asked in the tuning parameters, the associated log density evaluations. |

`meanchains` |
If asked in the tuning parameters, the mean (component-wise) of each chain. |

Luke Bornn <[email protected]>, Pierre E. Jacob <[email protected]>

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