tpar_control | R Documentation |
Generates a list of settings for sampling the latent LNA paths and time-varying parameters via elliptical slice sampling.
tpar_control( n_updates = 1, bracket_width = 2 * pi, bracket_update_iter = Inf, bracket_scaling = 2 * sqrt(2 * log(10)) )
n_updates |
number of elliptical slice sampling updates per MCMC iteration, defaults to 1. |
bracket_width |
width of the elliptical slice sampling brackets, must be in (0,2*pi], and default to 2*pi. |
bracket_update_iter |
iteration at which the widths of the elliptical slice sampling brackets should be shrunk, defaults to Inf and the bracket widths are kept constant. |
bracket_scaling |
Scaling factors for elliptical slice sampling bracket widths. If brackets are to be shrunk, the new width is set to the minimum of 2*pi or the scaling multiplied by the standard deviation of the previous ESS angles. The scalings default to the full width at one tenth maximum for a gaussian. |
list with settings for elliptical slice sampling
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