Title

Update the value of epsilon during an adaptation phase

update_step_size(
  iteration,
  accept_prob,
  mu,
  delta = 0.65,
  k = 0.75,
  gamma = 0.05,
  t0 = 10
)

Arguments

iteration	the current iteration
accept_prob	the acceptance probability from the previous time step
mu	tuning parameter, default set to log(10 * eps0)
delta	target acceptance probability, default 0.65
k	tuning parameter, default set to 0.75
gamma	tuning parameter, default set to 0.05
t0	tuning parameter, default set to 10.0
hm0	the previous state
logeps0	the previous state
logepsbar0	the previous state

Value