Given current step scale, desired optimum step size etc, adapts the MCMC step size
1 | rm_scale(step_scale, mc, popt, log_prob, N_adapt)
|
step_scale |
the current step size |
mc |
the number of MCMC iterations run |
popt |
the desired acceptance rate |
log_prob |
the current log probability |
N_adapt |
the total number of adaptive steps to be taken |
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