[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




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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