Usage
smcp_sampling(data, nsamp, nburnin, grid, alpha = 0.001, beta = 0.001,
stepsz = 0.1, Nleap = 15, rand_leap = TRUE, scaling = 10,
tol = 1e-05)
Arguments
data
a list containing sufficient statistics
nsamp
integer specifying number of MCMC samples
nburnin
integer specifying the number of burnin samples
grid
a vector with the grid points
alpha
hyperparameter of precision of BM prior
beta
hyperparameter of precision of BM prior
stepsz
numeric tuning parameter for Split Hamiltonian Monte Carlo
Nleap
integer tuning parameter for Split Hamiltonian Monte Carlo
rand_leap
tuning parameter for Split Hamiltonian Monte Carlo
scaling
numeric re-scaling parameter
tol
tolerance to detect difference