plot_adaptations: Plot the adaptation schedule for an adaptive MCMC algorithm...

In fintzij/stemr: Stochastic Epidemic Model Simulation and Estimation

Plot the adaptation schedule for an adaptive MCMC algorithm for a given number of iterations, given as max(1, scale_constant/(1 + iteration * step_size)^scale_cooling)

Description

Plot the adaptation schedule for an adaptive MCMC algorithm for a given number of iterations, given as max(1, scale_constant/(1 + iteration * step_size)^scale_cooling)

Usage

plot_adaptations(
  iterations,
  scale_cooling,
  scale_constant = 1,
  step_size = 1,
  adaptation_offset = 0,
  plot_limits = c(0, 1)
)

Arguments

iterations	number of MCMC iterations
scale_cooling	rate at which to cool the adaptation, must be between 0.5 and 1.
scale_constant	maximum scaling.
step_size	increment per iteration

Value

produce a plot of the cooling schedule

fintzij/stemr documentation built on March 25, 2022, 12:25 p.m.