shape_adapter {rmcmc}R Documentation

Create object to adapt proposal shape.

Description

Create object to adapt proposal shape.

Usage

shape_adapter(type = "covariance", kappa = 1)

Arguments

type

Type of shape adapter to use. One of:

  • "variance": Diagonal shape matrix adaptation based on estimates of target distribution variances (see variance_shape_adapter()),

  • "covariance": Dense shape matrix adaptation based on estimates of target distribution covariance matrix (see covariance_shape_adapter()).

kappa

Decay rate exponent in ⁠[0.5, 1]⁠ for adaptation learning rate. Value of 1 (default) corresponds to computing empirical (co)variances.

Value

List of functions with entries

See Also

variance_shape_adapter(), covariance_shape_adapter()

Examples

proposal <- barker_proposal()
adapter <- shape_adapter()
adapter$initialize(proposal, chain_state(c(0, 0)))

[Package rmcmc version 0.1.1 Index]