DA_ADtheta_update: Adaptively adjust mean and covariance matrix in the proposal...

Description Usage Arguments Value Author(s)

View source: R/DA_ADtheta_update.R

Description

The function modifies the parameters in proposal distributions for corresponding parameters at each iteration to obtain better mixing propertities in the MCMC algorithm.

Usage

1
DA_ADtheta_update(theta, ADtheta, oldits)

Arguments

theta

a list of 3 continuous parameters updated in the MCMC algorithm

ADtheta

a list of 6 parameters in the corresponding proposal distributions for parameters updated in the MCMC algorithm

oldits

an integer of the index of the MCMC iteration

Value

a list of updated parameters in proposal distributions

Author(s)

Pulong Ma <mpulong@gmail.com>


mapn/DAbayes documentation built on May 21, 2019, 11:26 a.m.