bdp_dw_mcmc_params_gen {beyondWhittle}

Generate a list of values for MCMC algorithm

Description

Generate a list of values for MCMC algorithm

Usage

bdp_dw_mcmc_params_gen(
  Ntotal = 110000,
  burnin = 60000,
  thin = 10,
  adaptive.batchSize = 50,
  adaptive.targetAcceptanceRate = 0.44
)

Arguments

Ntotal

total number of iterations to run the Markov chain

burnin

number of initial iterations to be discarded

thin

thinning number (for post-processing of the posterior sample)

adaptive.batchSize

the batch size for the adaptive MCMC algorithm for sampling tau

adaptive.targetAcceptanceRate

the target acceptance rate for the adaptive MCMC algorithm for sampling tau

Value

A list of MCMC parameter values