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
options_.mh_tune_jscale.maxiter=200000;
options_.mh_tune_jscale.stepsize=2000;
options_.mh_tune_jscale.c1=0.02;
options_.mh_tune_jscale.c2=0.05;
options_.mh_tune_jscale.c3=4;
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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