Generates a list of settings for sampling the latent LNA paths and time-varying parameters via elliptical slice sampling.

Source: R/initdist_control.R

Generates a list of settings for sampling the latent LNA paths and time-varying parameters via elliptical slice sampling.

initdist_control(
  n_updates = 1,
  bracket_width = 2 * pi,
  bracket_update_iter = Inf,
  bracket_scaling = 2 * sqrt(2 * log(10))
)

Arguments

n_updates

number of elliptical slice sampling updates per MCMC iteration, defaults to 1.

bracket_update_iter

iteration at which the widths of the elliptical slice sampling brackets should be shrunk, defaults to Inf and the bracket widths are kept constant.

bracket_scaling

Scaling factors for elliptical slice sampling bracket widths. If brackets are to be shrunk, the new width is set to the minimum of 2*pi or the scaling multiplied by the standard deviation of the previous ESS angles. The scalings default to the full width at one tenth maximum for a gaussian.

bracket_widths

width of the elliptical slice sampling bracket, must be in (0,2*pi], and default to 2*pi.

Value

list with settings for elliptical slice sampling