find_reasonable_epsilon: The function to find the stepsize

In yanbowisc/SIMP: Bayesian Simultaneous Partial Envelope Model

The function to find the stepsize

Description

The function to find the stepsize

Usage

find_reasonable_epsilon(
  A,
  j,
  lpd_func,
  grad_lpd_func,
  M_diag,
  eps = 1,
  verbose = TRUE,
  ...
)

Arguments

A	Parameter A or B.
j	The index for which column of A or B to be updated.
lpd_func	The log full conditional posterior density of A or B.
grad_lpd_func	The function to calculate the gradients of the log full conditional posterior density of A or B.
M_diag	Covariance matrix for our matrix parameter A or B.
eps	The initial value for the stepsize
verbose	Whether to show the progress messages.
...	Other parameters that may be useful.

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