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New adaptive proposal algorithm (including for nested models) #236

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merged 75 commits into from
Apr 16, 2024

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edknock
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@edknock edknock commented Nov 3, 2023

This introduces a new adaptive proposal algorithm, where shaping of the empirical variance-covariance matrix allows for forgetting of early parameter sets.

Additionally, the scaling part of the algorithm now includes the ability to switch on diminishing adaptation at some point. We also we now produce some output on the adaptive algorithm, in particular the entire chains of the scaling parameter (useful for examining if it has converged).

Furthermore, the adaptive algorithm has been extended to nested/multiregion models.

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codecov bot commented Nov 14, 2023

Codecov Report

Attention: Patch coverage is 98.57550% with 5 lines in your changes are missing coverage. Please review.

Project coverage is 99.41%. Comparing base (09feec7) to head (b83f49a).

Files Patch % Lines
R/pmcmc_parameters_nested.R 72.22% 5 Missing ⚠️
Additional details and impacted files
@@            Coverage Diff             @@
##           master     #236      +/-   ##
==========================================
- Coverage   99.52%   99.41%   -0.12%     
==========================================
  Files          29       29              
  Lines        2924     3221     +297     
==========================================
+ Hits         2910     3202     +292     
- Misses         14       19       +5     

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@richfitz richfitz marked this pull request as ready for review April 3, 2024 15:03
@richfitz richfitz merged commit da9f79e into master Apr 16, 2024
6 of 8 checks passed
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2 participants