SDALGCP (version 0.4.0)

controlmcmcSDA: control.mcmcSDA

Description

This function helps to define the number of iteration, burn-in, thining, and the tunning parameters of the adaptive MALA

Usage

controlmcmcSDA(n.sim, burnin, thin, h, c1.h, c2.h)

Arguments

n.sim

the number of iteration

burnin

The number of burn-in

thin

the number of thining

h

tuning parameter of the proposal distribution used in the Langevin-Hastings MCMC algorithm (see Laplace.sampling); default is h=NULL and then set internally as 1.65/n(1/6), where n is the dimension of the random effect.

c1.h

value of c1 used in the adaptive scheme for h; default is c1.h=0.01. See also 'Details' in PrevMap package

c2.h

value of c2 used in the adaptive scheme for h; default is c2.h=1e-04. See also 'Details' in PrevMap package

Value

A list with processed arguments to be passed to the main function.

Details

To be used as one of the arguments of SDALGCPMCML

See Also

control.mcmc.MCML

Examples

# NOT RUN {
n <- 545
h <- 1.65/(n^(1/6))
control.mcmc <- controlmcmcSDA(n.sim = 10000, burnin = 2000,
thin= 8, h=h, c1.h = 0.01, c2.h = 1e-04)
str(control.mcmc)
# }