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

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.

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

`T` |
Number of steps between updates |

`MM` |
Number of updates, leading to a chain of length |

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.

Christian P. Robert and George Casella

Chapter 8 of **EnteR Monte Carlo Statistical Methods**

kscheck

1 | ```
adapump(T=50,MM=50)
``` |

```
Loading required package: MASS
Loading required package: coda
```

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

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