tune_proposal_sds {BeviMed}

Tune proposal standard deviation for MH sampled parameters

Description

Tune the proposal standard deviations for the Metropolis-Hastings updates of either phi or omega

Usage

tune_proposal_sds(
  tune_for = c("logit_omega"),
  initial_proposal_sds,
  target_acceptance_range = c(0.3, 0.7),
  other_param_proposal_sd = 0.7,
  max_tuning_cycles = 10,
  initial_rate = 1,
  rate_decay = 1.2,
  verbose = FALSE,
  ...
)

Arguments

tune_for

Character vector of length one, naming which variable to tune the proposal SDs for: either "logit_omega" or "log_phi".

initial_proposal_sds

Numeric vector with the initial values of the proposal SDs.

target_acceptance_range

Numeric vector of length 2 where the first element is the lower bound for the acceptance interval and the second is the upper bound.

other_param_proposal_sd

The proposal SD to use for log_phi when tuning logit_omega or vice versa.

max_tuning_cycles

Maximum number of tuning cycles to perform before returning the proposal SDs as they are.

initial_rate

Initial rate at which to mutate the proposal SDs.

rate_decay

Geometric rate of decay for size of proposal SD mutation with each successive tuning cycle.

verbose

To print execution progress or not.

...

Other arguments to be passed to call_cpp.

Value

Numeric vector of proposal SDs for the different temperature chains.