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AdaptiveProposalScale

AdaptiveProposalScale[isadp, indaccept, adrate, scaleadpset]
gives updated scaleadpset for one random variable or a set of (conditional) independent random variables. It calculates the recent accept rates, and the scales of proposal distributions with adpative rate adprate if isadp.
  • The scaleadpset= {targetratio, q, accept, scale} where the accept denotes the accept ratio, the scale measures the width of the proposal distribution and it is used to adjust the accept ratio.