[R] Metropolis acceptance rates

2008-04-08 Thread Michael Margolis
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,

Re: [R] Metropolis acceptance rates

2008-04-08 Thread Anup Nandialath
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