AdaptiveProposal[isadp, indaccept, adprate, adpset, xls] gives updated adpset. It calculates the recent accept rate, and the scale and the covariance of proposal distributions with adpative rate adprate if isadp. The xls is a list of random sample x, and the indaccept is the average accept probability of the corresponding prposal list. |
AdaptiveProposal[isadp, indacceptls, adprate, adpset, {xls_1, ..}] gives updated adpset for a set of random variables. It calculates the recent list of accept rates, and the scale and the covariance of proposal distributions with adpative rate adprate if isadp. The xls_i is a list of random sample x_i for i=1,.., and the indaccept is the corresponding list of average accept probabilities. |