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InitialProposal

InitialProposal[targetratio, x0, r, q]
initializes adpative parameter set adpset from the target accept ratio targetratio and initial value x0. The optional r=0.5 and q=0.005.
InitialProposal[targetratiols, xls0, r, q]
initializes adpative parameter set adpset from the target accept ratio targetratiols and initial values xls0. The optional r=0.5 and q=0.005.
  • The adpset = {targetratio, q, accept, scale, mu, cov} 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, and the mu and cov store the mean and covariance.