bdp_dw_mcmc_params_gen: Generate a list of values for MCMC algorithm

In beyondWhittle: Bayesian Spectral Inference for Time Series

Generate a list of values for MCMC algorithm

Description

Generate a list of values for MCMC algorithm

Usage

bdp_dw_mcmc_params_gen(
  Ntotal = 110000,
  burnin = 60000,
  thin = 10,
  adaptive.batchSize = 50,
  adaptive.targetAcceptanceRate = 0.44
)

Arguments

Ntotal	total number of iterations to run the Markov chain
burnin	number of initial iterations to be discarded
thin	thinning number (for post-processing of the posterior sample)
adaptive.batchSize	the batch size for the adaptive MCMC algorithm for sampling tau
adaptive.targetAcceptanceRate	the target acceptance rate for the adaptive MCMC algorithm for sampling tau

Value

A list of MCMC parameter values

beyondWhittle documentation built on May 31, 2023, 6:51 p.m.