ad.propSd_random function

Adaptation For The Proposal Variance

Calculation of new proposal standard deviation for the random effects

ad.propSd_random(chain, propSd, iteration, lower = 0.3, upper = 0.6,
  delta.n = function(n) min(0.1, 1/sqrt(n)))

Arguments

• chain: matrix of Markov chain samples
• propSd: old proposal standard deviation
• iteration: number of current iteration
• lower: lower bound
• upper: upper bound
• delta.n: function for adding/subtracting from the log propSd

References

Rosenthal, J. S. (2011). Optimal proposal distributions and adaptive MCMC. Handbook of Markov Chain Monte Carlo, 93-112.