FindReasonableEpsilon: FindReasonableEpsilon

In jodie0399/NUTS: Hamiltonian Monte Carlo and No-U-Turn Sampler with Dual Averaging

Description

Heuristic for choosing an initial value of epsilon

Heuristic for choosing an initial value of epsilon

Usage

FindReasonableEpsilon(theta0, log.start, L)

FindReasonableEpsilon(theta0, log.start, L)

Arguments

log.start	the log posterior value at initial state
L	callable function needed in Leapfrog
theta	initial state
grad.start	the gradient value at initial state
theta	initial state
log.start	the log posterior value at initial state
grad.start	the gradient value at initial state
L	callable function needed in Leapfrog

Value

initial epsilon

initial epsilon

jodie0399/NUTS documentation built on May 29, 2019, 1:06 a.m.