[ADMB Users] testing hybrid mcmc
dave fournier
davef at otter-rsch.com
Sat Aug 25 14:23:54 PDT 2012
Hybrid mcmc is well explained in a number of papers by Radford Neil
The process of hybrid mcmc involves numerically integrating a
differential equation.
hynsteps is the number of
steps in the integration and hyeps is the step size. start with
something like
hyeps=0.1
and
hynsteps=20
If you have more steps the chain is more independent but it takes longer.
If hyeps is too large the integration routine starts to become
unstable. that's about it.
I did a beta regression mixed model example which I still have hanging
around somewhere.
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