Way to decrease RWMH autotune time

Hi Johannes,

I was wondering whether there are any ways to decrease the tuning time we are using mh_tune_jscale in the estimation? For example, draw fewer samples for tuning or something like that?
In general, is it recommended to use mh_tune_jsacle or the other way around (setting mh_jscale manually)? Thanks a lot!

You can modify


The last four tell the program that there must be c3=4 consecutive runs of stepsize=2000 draws where the overall acceptance rate was less than c1=2% from target and less than c2=5% over the last stepsize=2000 draws.

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Thank you very much!