adapump: Illustration of the danger of adaptive MCMC for the pump...

Description Usage Arguments Value Author(s) References See Also Examples

View source: R/adapump.R

Description

This function constructs an update of the location and scale matrix of a normal proposal in a Metropolis-Hastings algorithm, based on earlier simulations in order to show the danger of online adaptivity.

Usage

1
adapump(T = 10^2, MM = 10^2)

Arguments

T

Number of steps between updates

MM

Number of updates, leading to a chain of length MM*T

Value

The function simply plots the sequence of beta's along iterations, which should collapse, as well as the range of the variability of the proposed values.

Author(s)

Christian P. Robert and George Casella

References

Chapter 8 of EnteR Monte Carlo Statistical Methods

See Also

kscheck

Examples

1
adapump(T=50,MM=50)

Example output

Loading required package: MASS
Loading required package: coda

mcsm documentation built on May 30, 2017, 1:33 a.m.

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