autotune_param: The function to control the acceptance rate of the Metropolis...

In yanbowisc/SIMP: Bayesian Simultaneous Partial Envelope Model

The function to control the acceptance rate of the Metropolis steps by tuning tau.

Description

The function to control the acceptance rate of the Metropolis steps by tuning tau.

Usage

autotune_param(
  draw_param_list,
  tune_param,
  accpt_list,
  tune_nterm,
  tune.incr,
  tune.accpt.prop.lower,
  tune.accpt.prop.upper,
  ...
)

Arguments

draw_param_list	The list of all iterates of A or B till the current iteration.
tune_param	The matrix of tau, i.e. the standard deviations of the proposal distribution of A or B.
accpt_list	The list of the acceptance for all iterates of A or B till the current iteration.
tune_nterm	The iteration after which we start to tune tau.
tune.incr	The adjustment proportion for tuning tau.
tune.accpt.prop.lower	The ideal lower bound for the acceptance rate of the Metropolis steps.
tune.accpt.prop.upper	The ideal upper bound for the acceptance rate of the Metropolis steps.
...	Other parameters that may be useful.

yanbowisc/SIMP documentation built on Oct. 30, 2022, 1:33 a.m.