Is there a way to recover Metropolis-step acceptance rates AFTER
completing posterior draws?
The immediate application is in the probit.bayes and logit.bayes
models used by Zelig... which I believe is merely calling MCMCpack.
So one strategy, to which I am fixing to resort, is to call, say,
Hi Michael,
If you are using the standard logit or probit model, it is fairly easy to save
the acceptance rate after each draw. I would recommend using the bayesm
package as the source code is easy to manipulate. For instance in the probit
function (rbprobitGibbs), you need to include a
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