Set up conjugate gradient sampler
setup_CG_sampler(mbs, X, sampler, control = CG_control())
An environment with precomputed quantities and functions for multiplication by A and by an (inverse) preconditioning matrix.
block component containing several model components.
design matrix.
sampler object as created by create_sampler
.
a list of options for the conjugate gradient algorithm that can be passed
using function CG_control
.
A. Nishimura and M.A. Suchard (2018). Prior-preconditioned conjugate gradient method for accelerated Gibbs sampling in large n & large p sparse Bayesian regression. arXiv:1810.12437.