DRAM {BayesianTools} | R Documentation |
The Delayed Rejection Adaptive Metropolis Algorithm
Description
The Delayed Rejection Adaptive Metropolis Algorithm (Haario et al. 2001)
Usage
DRAM(
startValue = NULL,
iterations = 10000,
nBI = 0,
parmin = NULL,
parmax = NULL,
FUN,
f = 1,
eps = 0
)
Arguments
startValue |
vector with the start values for the algorithm. Can be NULL if FUN is of class BayesianSetup. In this case startValues are sampled from the prior. |
iterations |
iterations to run |
nBI |
number of burnin |
parmin |
minimum values for the parameter vector or NULL if FUN is of class BayesianSetup |
parmax |
maximum values for the parameter vector or NULL if FUN is of class BayesianSetup |
FUN |
function to be sampled from |
f |
scaling factor |
eps |
small number to avoid singularity or object of class bayesianSetup |
Author(s)
Francesco Minunno
References
Haario, Heikki, Eero Saksman, and Johanna Tamminen. "An adaptive Metropolis algorithm." Bernoulli (2001): 223-242.
[Package BayesianTools version 0.1.8 Index]