set_mh {bsreg}R Documentation

Settings to tune a Metropolis-Hastings step

Description

Settings to tune a Metropolis-Hastings step

Usage

set_mh(adjust_burn = 0.8, acc_target = c(0.2, 0.45), acc_change = 0.01)

Arguments

adjust_burn

Numeric scalar with the percentage of burn-in that should be used to tune the MH step.

acc_target

Numeric vector with the lower and upper bound of the target acceptance rate for the MH step.

acc_change

Numeric scalar with the percentage adjustment to the proposal scale for tuning.

Value

Returns a list with settings to tune the Metropolis-Hastings step of a Bayesian model.

Examples

set_mh(0.5, c(0.1, 0.5), .05)

[Package bsreg version 0.0.2 Index]