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MCMC control settings for the MALA sampler

Source: R/sampling.R
control_mcmc.Rd

MCMC control settings for the MALA sampler

Usage

control_mcmc(
  n.sim = 10000,
  burnin = 2000,
  thin = 8,
  h = NULL,
  c1.h = 0.01,
  c2.h = 1e-04
)

Arguments

n.sim

total number of iterations.

burnin

burn-in iterations to discard.

thin

thinning interval; (n.sim - burnin) must be a multiple.

h

initial Langevin step size; if missing, 1.65 / d^(1/6) is used.

c1.h, c2.h

step-size adaptation constants.

Value

a named list consumed by laplace_sampling / the fit.

Examples

## 1000 retained draws (5000 iterations, 2000 burn-in, thin every 3)
ctrl <- control_mcmc(n.sim = 5000, burnin = 2000, thin = 3)
str(ctrl)
#> List of 6
#>  $ n.sim : num 5000
#>  $ burnin: num 2000
#>  $ thin  : num 3
#>  $ h     : num Inf
#>  $ c1.h  : num 0.01
#>  $ c2.h  : num 1e-04