mvnss_control: Generate a list of settings for multivariate normal slice...
In fintzij/stemr: Stochastic Epidemic Model Simulation and Estimation

mvnss_control

R Documentation

Generate a list of settings for multivariate normal slice sampling

Description

Generate a list of settings for multivariate normal slice sampling

Usage

mvnss_control(
  n_updates = 1,
  bracket_width = 1,
  bracket_limits = c(0, Inf),
  scale_constant = 1,
  scale_cooling = 2/3,
  step_size = 1,
  stop_adaptation = 0,
  adaptation_offset = 0,
  nugget = NULL,
  nugget_cooling = 0.9,
  nugget_step_size = NULL
)

Arguments

`n_updates`	number of updates per iteration.
`bracket_limits`	limits for the slice bracket width, defaults to (0,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.
`initial_bracket_width`	initial width of the slice bracket