update_tuning_mat: this function updates a matrix block of univariate Gaussian...

In jtipton25/pgR: Bayesian Polya-Gamma Regression

this function updates a matrix block of univariate Gaussian random walk proposal Metropolis-Hastings tuning parameters

Description

this function updates a matrix block of univariate Gaussian random walk proposal Metropolis-Hastings tuning parameters

Usage

update_tuning_mat(k, accept, tune)

Arguments

k	is a positive integer that is the current MCMC iteration.
accept	is a matrix of positive numbers between 0 and 1 that represents the batch accpetance rate. The target of this adaptive tuning algorithm is an acceptance rate of 0.44.
tune	is a matrix of positive numbers that are the univariate Gaussian random walk proposal standard deviation.

jtipton25/pgR documentation built on July 8, 2022, 12:44 a.m.