View source: R/adaptiveSchemes.R
initialiseAMCMC.andrieuthomsh | R Documentation |
Initialises the andrieuthomsh adaptive scheme.
## S3 method for class 'andrieuthomsh'
initialiseAMCMC(obj, ...)
obj |
an object |
... |
additional arguments |
initial h for scheme
Andrieu C, Thoms J (2008). A tutorial on adaptive MCMC. Statistics and Computing, 18(4), 343-373.
Robbins H, Munro S (1951). A Stochastic Approximation Methods. The Annals of Mathematical Statistics, 22(3), 400-407.
Roberts G, Rosenthal J (2001). Optimal Scaling for Various Metropolis-Hastings Algorithms. Statistical Science, 16(4), 351-367.
andrieuthomsh
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