View source: R/mvnmh_control.R
mvnmh_control | R Documentation |
Generate a list of settings for Metropolis-Hastings updates and adaptation via the robust adaptive Metropolis algorithm (Vilhola, 2012).
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 )
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 |
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
|
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
|
nugget_step_size |
increment for each iteration, defaults to 100/number of iterations. |
list with control settings for Metropolis-Hastings updates
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.