View source: R/mvnss_settings.R
mvnss_settings | R Documentation |
Generate a list of settings for automated factor slice sampling
mvnss_settings( n_mvnss_updates = 1, initial_bracket_width = 1, cov_update_interval = 1, bracket_limits = c(0, Inf), nugget_cooling = 0.9, nugget_step_size = NULL )
n_mvnss_updates |
number of non-isotropoc hit-and-run updates. |
initial_bracket_width |
initial width of the slice bracket |
cov_update_interval |
how often the empirical covariance matrix should be updated |
bracket_limits |
limits for the slice bracket width, defaults to (0,Inf). |
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 additional settings for hit and run slice sampling
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