sqaradap {mcsm} | R Documentation |
This function constructs a non-parametric proposal after each iteration of the MCMC algorithm, based on the earlier simulations. It shows how poorly this "natural" solution fares.
sqaradap(T = 10^4, TT = 10^4, scale = 0.5, factor = 1)
T |
Number of primary MCMC iterations |
TT |
Number of further adaptive MCMC iterations |
scale |
Scale of the normal random walk during the first T iterations |
factor |
Factor of the bw.nrd0(xmc) bandwidth estimation |
The function produces two graphs showing the lack of proper fit of the resulting sample.
Christian P. Robert and George Casella
Chapter 8 of EnteR Monte Carlo Statistical Methods
sqaradap()