adaptControl {glmmPen}

Control of Metropolis-within-Gibbs Adaptive Random Walk Sampling Procedure Controls the adaptive random walk Metropolis-within-Gibbs sampling procedure.

Description

Control of Metropolis-within-Gibbs Adaptive Random Walk Sampling Procedure

Controls the adaptive random walk Metropolis-within-Gibbs sampling procedure.

Usage

adaptControl(batch_length = 100, offset = 0)

Arguments

batch_length

positive integer specifying the number of posterior samples to collect before the proposal variance is adjusted based on the acceptance rate of the last batch_length accepted posterior samples. Default is set to 100. Batch length restricted to be no less than 50.

offset

non-negative integer specifying an offset value for the increment of the proposal variance adjustment. Optionally used to ensure the required diminishing adaptation condition. Default set to 0. ⁠ increment = min(0.01, 1 / sqrt(batch*batch_length + offset)) ⁠

Value

Function returns a list (inheriting from class "adaptControl") containing parameter specifications for the adaptive random walk sampling procedure.