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Create object to adapt proposal shape.

Source: R/adaptation.R
shape_adapter.Rd

Create object to adapt proposal shape.

Usage

shape_adapter(type = "covariance", kappa = 1)

Arguments

type

Type of shape adapter to use. One of:

  • "variance": Diagonal shape matrix adaptation based on estimates of target distribution variances (see variance_shape_adapter()),

  • "covariance": Dense shape matrix adaptation based on estimates of target distribution covariance matrix (see covariance_shape_adapter()).

kappa

Decay rate exponent in [0.5, 1] for adaptation learning rate. Value of 1 (default) corresponds to computing empirical (co)variances.

Value

List of functions with entries

  • initialize, a function for initializing adapter state and proposal parameters at beginning of chain,

  • update a function for updating adapter state and proposal parameters on each chain iteration,

  • finalize a function for performing any final updates to adapter state and proposal parameters on completion of chain sampling (may be NULL if unused).

  • state a zero-argument function for accessing current values of adapter state variables.

See also

variance_shape_adapter(), covariance_shape_adapter()

Examples

proposal <- barker_proposal()
adapter <- shape_adapter()
adapter$initialize(proposal, chain_state(c(0, 0)))