[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.



More information about the Users mailing list