metropolis.control {metropolis}

metropolis.control

Description

metropolis.control

Usage

metropolis.control(
  adapt.start = 25,
  adapt.window = 200,
  adapt.update = 25,
  min.sigma = 0.001,
  prop.sigma.start = 1,
  scale = 2.4
)

Arguments

adapt.start

start adapting after this many iterations; set to iter+1 to turn off adaptation

adapt.window

base acceptance rate on maximum of this many iterations

adapt.update

frequency of adaptation

min.sigma

minimum of the proposal distribution standard deviation (if set to zero, posterior may get stuck)

prop.sigma.start

starting value, or fixed value for proposal distribution s standard deviation

scale

scale value for adaptation (how much should the posterior variance estimate be scaled by?). Scale/sqrt(p) is used in metropolis_glm function, and Gelman et al. (2014, ISBN: 9781584883883) recommend a scale of 2.4 @return A list of parameters used in fitting with the following named objects adapt.start, adapt.window,adapt.update,min.sigma,prop.sigma.start,scale