mvnmh_control: Generate a list of settings for Metropolis-Hastings updates...
In fintzij/stemr: Stochastic Epidemic Model Simulation and Estimation

mvnmh_control

R Documentation

Generate a list of settings for Metropolis-Hastings updates and adaptation via the robust adaptive Metropolis algorithm (Vilhola, 2012).

Description

Generate a list of settings for Metropolis-Hastings updates and adaptation via the robust adaptive Metropolis algorithm (Vilhola, 2012).

Usage

mvnmh_control(
  n_updates = 1,
  target_acceptance = 0.234,
  max_scaling = Inf,
  scale_constant = 1,
  scale_cooling = 2/3,
  step_size = 1,
  stop_adaptation = 0,
  adaptation_offset = 0,
  nugget = 1e-05,
  nugget_cooling = 2/3,
  nugget_step_size = 1
)

Arguments

`n_updates`	number of updates per iteration.
`target_acceptance`	target acceptance rate, defaults to 0.234
`max_scaling`	maximum global scaling factor, defaults to Inf.
`scale_constant`	constant multiple of the adaptations determined by `scale_cooling`.
`scale_cooling`	rate at which to cool the adaptation, defaults to 0.5. Adaptation contributions are governed by a harmonic sequence: scale_constant/(iteration/step_size+1)^scale_cooling. The `plot_adaptations` function may be used to plot the adaptation factors.
`step_size`	adaptation increment for each iteration, defaults to 1.
`stop_adaptation`	iteration at which adaptation should be terminated, defaults to 0 for no adaptation.
`adaptation_offset`	iteration offset
`nugget`	nugget for proposal covariance
`nugget_cooling`	rate at which to cool the nugget, defaults to 0.9. Adaptation contributions are governed by a harmonic sequence: scale_constant/(iteration/step_size+1)^scale_cooling. The `plot_adaptations` function may be used to plot the adaptation factors.
`nugget_step_size`	increment for each iteration, defaults to 100/number of iterations.