adapump: Illustration of the danger of adaptive MCMC for the pump...
In mcsm: Functions for Monte Carlo Methods with R
Description
Usage
Arguments
Value
Author(s)
References
See Also
Examples
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 2, 2019, 10:16 a.m.
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Description Usage Arguments Value Author(s) References See Also Examples
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 |
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
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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