BRugs (version 0.8-2)

modelUpdate: Updating the model

Description

This function updates the model.

Usage

modelUpdate(numUpdates, thin = 1, overRelax = FALSE)

Arguments

numUpdates

This function updates the model by carrying out thin * numUpdates MCMC iterations for each chain.

thin

The samples from every kth iteration will be used for inference, where k is the value of thin. Setting thin > 1 can help to reduce the autocorrelation in the sample, but there is no real advantage in

overRelax

If overRelax is TRUE an over-relaxed form of MCMC (Neal, 1998) which will be executed where possible. This generates multiple samples at each iteration and then selects one that is negatively correla

concept

• update
• iteration

References

Neal, R. (1998): Suppressing random walks in Markov chain Monte Carlo using ordered over-relaxation. In M.I. Jordan (Ed.): Learning in Graphical Models, Kluwer Academic Publishers, Dordrecht, 205-230. http://www.cs.utoronto.ca/~radford/publications.html

See Also

BRugs, help.WinBUGS