lgcp (version 1.3-3)

updateAMCMC.andrieuthomsh: updateAMCMC.andrieuthomsh function

Description

Updates the andrieuthomsh adaptive scheme.

Usage

## S3 method for class 'andrieuthomsh':
updateAMCMC(obj, ...)

Arguments

obj

an object

...

additional arguments

Value

• update and return current h for scheme

References

1. Andrieu C, Thoms J (2008). A tutorial on adaptive MCMC. Statistics and Computing, 18(4), 343-373.
2. Robbins H, Munro S (1951). A Stochastic Approximation Methods. The Annals of Mathematical Statistics, 22(3), 400-407.
3. Roberts G, Rosenthal J (2001). Optimal Scaling for Various Metropolis-Hastings Algorithms. Statistical Science, 16(4), 351-367.

See Also

andrieuthomsh