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Metropolis
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InitialProposalScale
InitialProposalScale[targetratio, r, q]
initializes
scaleadpset
with target accept ratio
targetratio
, and the default
r
=0.5 and
q
=0.005.
MORE INFORMATION
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.
EXAMPLES
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Basic Examples
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Metropolis