university-of-newcastle-research / pmwg

Repository for code for the Samplers Team at UoN
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Adjust burn in samples to be taken into account for adaptation #46

Closed gjcooper closed 3 years ago

gjcooper commented 3 years ago

Is your feature request related to a problem? Please describe. If you have run many samples for burn-in and after visualising them, or analysing them you realise the latter proportion could be used as additional adaptation samples, especially in the case that the log-likelihood function is slow

Describe the solution you'd like A function to be provided to "reassign" burn-in samples to be adaptation samples.

Describe alternatives you've considered This could be done manually by manipulating the pmwgs object directly, and left up to the user to do that (with perhaps some direction on a FAQ)