updateAMCMC.andrieuthomsh: updateAMCMC.andrieuthomsh function

In bentaylor1/lgcp: Log-Gaussian Cox Process

Description

Updates the andrieuthomsh adaptive scheme.

Usage

## S3 method for class 'andrieuthomsh'
updateAMCMC(obj, ...)

Arguments

obj	an object
...	additional arguments

Value

update and return current h for scheme

References

1. Andrieu C, Thoms J (2008). A tutorial on adaptive MCMC. Statistics and Computing, 18(4), 343-373.

2. Robbins H, Munro S (1951). A Stochastic Approximation Methods. The Annals of Mathematical Statistics, 22(3), 400-407.

3. Roberts G, Rosenthal J (2001). Optimal Scaling for Various Metropolis-Hastings Algorithms. Statistical Science, 16(4), 351-367.

See Also

andrieuthomsh

bentaylor1/lgcp documentation built on May 12, 2019, 2:09 p.m.