[ADMB Users] testing hybrid mcmc
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
hynsteps is the number of
steps in the integration and hyeps is the step size. start with
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
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