Description Usage Arguments Value Author(s) References
Adaptive Metropolis algorithm (scaling factor)
1 
prior 
A function(N,d) that draws N samples from a dvariate prior distribution. Returns an Nbyd matrix. 
pdf 
A function(prior) that calculates the density of the target distribution for given prior. Returns an Nvariate vector. 
t 

d 

list
with named elements 'chain': a tbyd matrix of parameter realisations for each iteration
of the Markov chain; and 'density': a tvariate vector of densities computed by pdf
at each iteration
of the Markov chain.
Tobias Pilz [email protected]
Code from 'Algorithm 3' of (note error in line before the last therein):
Vrugt, J. A.: "Markov chain Monte Carlo simulation using the DREAM software package: Theory, concepts, and MATLAB implementation." Environmental Modelling & Software, 2016, 75, 273 – 316, http://dx.doi.org/10.1016/j.envsoft.2015.08.013.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.