update_epsilon

Update the subject specific scaling parameter according to procedures
outlined in P. H. Garthwaite, Y. Fan &amp; S. A. Sisson (2016) Adaptive optimal
scaling of Metropolis–Hastings algorithms using the Robbins–Monro process,
Communications in Statistics - Theory and Methods, 45:17, 5098-5111,
DOI: 10.1080/03610926.2014.936562

internal

Provides an R implementation of the Particle Metropolis within
Gibbs sampler for model parameter, covariance matrix and random effect
estimation. A more general implementation of the sampler based on the paper
by Gunawan, D., Hawkins, G. E., Tran, M. N., Kohn, R., & Brown, S. D.
(2020) <doi:10.1016/j.jmp.2020.102368>. An HTML tutorial document describing
the package is available at
<https://university-of-newcastle-research.github.io/samplerDoc/> and
includes several detailed examples, some background and troubleshooting
steps.

Gavin Cooper

pmwg

Particle Metropolis Within Gibbs

Reilly Innes

Caroline Kuhne

Jon-Paul Cavallaro

David Gunawan

Guy Hawkins

Scott Brown

Niek Stevenson

update_epsilon function

<dl><dt>epsilon</dt>
<dd>The scaling parameter for all subjects</dd>
<dt>acc</dt>
<dd>A boolean vector, TRUE if current sample != last sample</dd>
<dt>p</dt>
<dd>The target sample acceptance rate (0-1)</dd>
<dt>i</dt>
<dd>The current iteration for sampling</dd>
<dt>d</dt>
<dd>The number of parameters for the model</dd>
<dt>alpha</dt>
<dd>A hyperparameter for the epsilon tuning</dd></dl>

Arguments

Update the subject specific scaling parameters (epsilon) — update_epsilon

<dl>

<dt>epsilon</dt>
<dd>The scaling parameter for all subjects</dd>


<dt>acc</dt>
<dd>A boolean vector, TRUE if current sample != last sample</dd>


<dt>p</dt>
<dd>The target sample acceptance rate (0-1)</dd>


<dt>i</dt>
<dd>The current iteration for sampling</dd>


<dt>d</dt>
<dd>The number of parameters for the model</dd>


<dt>alpha</dt>
<dd>A hyperparameter for the epsilon tuning</dd>

</dl>

Update the subject specific scaling parameters (epsilon)

update_epsilon: Update the subject specific scaling parameters (epsilon)

Description

Usage

Value

Arguments