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

Description Usage Arguments Value Author(s)

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>


pulongma/DABayes documentation built on June 24, 2019, 12:38 a.m.