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

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

lna_control(
  n_updates = 1,
  bracket_width = 2 * pi,
  bracket_update_iter = Inf,
  bracket_scaling = 2 * sqrt(2 * log(10)),
  joint_strata_update = FALSE,
  joint_initdist_update = TRUE,
  approx_warmup = 100
)

Arguments

n_updates

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

bracket_width

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

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.

joint_strata_update

should all strata be updated jointly? Defaults to FALSE.

joint_initdist_update

should the initial states be updated jointly with the lna path? Defaults to TRUE, in which case initial conditions for each stratum are still paired with the LNA path for that stratum.

approx_warmup

number of warmup iterations if using approximate initialization for the LNA

Value

list with settings for elliptical slice sampling