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]