createAdaptiveRandomWalkProposal: Adaptive Random Walk proposal distribution for MCMC...
In PAWL: Implementation of the PAWL algorithm

Description Usage Arguments Value Author(s) See Also

Create the adaptive gaussian random walk proposal that is used as a default in adaptiveMH and pawl, whenever the target distribution is continuous.

1	createAdaptiveRandomWalkProposal(nchains, targetdimension, adaptiveproposal, adaptationrate, sigma_init)

`nchains`	Object of class `"numeric"`: it should be an integer representing the desired number of parallel chains.
`targetdimension`	Object of class `"numeric"`: it should be an integer representing the dimension of the target distribution.
`adaptiveproposal`	Object of class `"logical"`: specifies whether an adaptive proposal (Robbins-Monroe type of adaptation) should be used. Default is FALSE.
`adaptationrate`	Object of class `"function"`: specifies the rate at which the adaptation of the proposal is performed. It should be a function defined on [0, + infty[ such that it is not integrable but its square is integrable, e.g. t -> 1/t for instance. The default is t -> t^-0.6.
`sigma_init`	Object of class `"numeric"`: it should be a positive real number specifying the standard deviation of the proposal distribution at the first iteration. If the proposal is adaptive, it acts as a starting point for the adaptation. If it is not adaptive, then this value is used throughout all the iterations. Default is 1.