update_epsilon {pmwg} | R Documentation |
Update the subject specific scaling parameters (epsilon)
Description
Update the subject specific scaling parameter according to procedures outlined in P. H. Garthwaite, Y. Fan & S. A. Sisson (2016) Adaptive optimal scaling of Metropolis–Hastings algorithms using the Robbins–Monro process, Communications in Statistics - Theory and Methods, 45:17, 5098-5111, DOI: 10.1080/03610926.2014.936562
Usage
update_epsilon(epsilon, acc, p, i, d, alpha)
Arguments
epsilon |
The scaling parameter for all subjects |
acc |
A boolean vector, TRUE if current sample != last sample |
p |
The target sample acceptance rate (0-1) |
i |
The current iteration for sampling |
d |
The number of parameters for the model |
alpha |
A hyperparameter for the epsilon tuning |
Value
A vector with the new subject specific epsilon values
[Package pmwg version 0.2.7 Index]