Updates an MCMC proposal step-size multiplier using the current acceptance probability.
rm_scale(step_scale, mc, target_acceptance_rate_theta, log_prob, N_adapt)
Arguments
- step_scale
the current step-size multiplier
- mc
the current adaptation iteration
- target_acceptance_rate_theta
the desired acceptance rate
- log_prob
the log acceptance probability
- N_adapt
the number of adaptation iterations
Value
the updated step-size multiplier