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beyondWhittle (version 1.3.0)

bdp_dw_mcmc_params_gen: Generate a list of values for MCMC algorithm

Description

Generate a list of values for MCMC algorithm

Usage

bdp_dw_mcmc_params_gen(
  Ntotal = 110000,
  burnin = 60000,
  thin = 10,
  adaptive.batchSize = 50,
  adaptive.targetAcceptanceRate = 0.44
)

Value

A list of MCMC parameter values

Arguments

Ntotal

total number of iterations to run the Markov chain

burnin

number of initial iterations to be discarded

thin

thinning number (for post-processing of the posterior sample)

adaptive.batchSize

the batch size for the adaptive MCMC algorithm for sampling tau

adaptive.targetAcceptanceRate

the target acceptance rate for the adaptive MCMC algorithm for sampling tau