Description Usage Arguments Details Value Author(s) See Also Examples
This function helps to define the number of iteration, burn-in, thining, and the tunning parameters of the adaptive MALA
1 | controlmcmcSDA(n.sim, burnin, thin, h, c1.h, c2.h)
|
n.sim |
the number of iteration |
burnin |
The number of burn-in |
thin |
the number of thining |
h |
tuning parameter of the proposal distribution used in the Langevin-Hastings MCMC algorithm (see Laplace.sampling); default is h=NULL and then set internally as 1.65/n(1/6), where n is the dimension of the random effect. |
c1.h |
value of c1 used in the adaptive scheme for h; default is c1.h=0.01. See also 'Details' in PrevMap package |
c2.h |
value of c2 used in the adaptive scheme for h; default is c2.h=1e-04. See also 'Details' in PrevMap package |
To be used as one of the arguments of SDALGCPMCML
A list with processed arguments to be passed to the main function.
Olatunji O. Johnson o.johnson@lancaster.ac.uk
Emanuele Giorgi e.giorgi@lancaster.ac.uk
Peter J. Diggle p.diggle@lancaster.ac.uk
control.mcmc.MCML
1 2 3 4 5 | n <- 545
h <- 1.65/(n^(1/6))
control.mcmc <- controlmcmcSDA(n.sim = 10000, burnin = 2000,
thin= 8, h=h, c1.h = 0.01, c2.h = 1e-04)
str(control.mcmc)
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