patch docs

francescoalemanno · Sep 12, 2020 · 5bc680a · 5bc680a
1 parent 9c5ca21
commit 5bc680a
Showing 1 changed file with 4 additions and 3 deletions.
diff --git a/src/smc.jl b/src/smc.jl
@@ -47,8 +47,9 @@ function smc(
     mcmc_retrys::Int = 0,
     mcmc_tol = 0.015,
     epstol = 0.0,
-    r_epstol = (1 - alpha) / 50,
-    min_r_ess = 0.55,
+    r_epstol = (1 - alpha)^1.5 / 50,
+    min_r_ess = alpha^2,
+    max_stretch = 2.0,
     verbose::Bool = false,
     parallel::Bool = false,
 )
@@ -269,7 +270,7 @@ function costfun((u1, p1); raw=false)
     sqrt(sum(abs2,[std(x)-2.2, median(x)-0.4]./[2.2,0.4]))
 end
 
-@time R=smc(Factored(Uniform(0,1), Uniform(0.5,1)), costfun, nparticles=100, M=1, verbose=true,epstol=0.003,alpha=0.55,mcmc_tol=0,r_epstol=0,parallel=true)
+@time R=smc(Factored(Uniform(0,1), Uniform(0.5,1)), costfun, nparticles=100,alpha=0.5, verbose=true, parallel=true)
 
 plan=ApproxPosterior(Factored(Uniform(0,1), Uniform(0.5,1)), costfun, 0.01)