propose_mvnmh: Multivariate normal Metropolis-Hastings proposal

View source: R/RcppExports.R

propose_mvnmhR Documentation

Multivariate normal Metropolis-Hastings proposal

Description

Multivariate normal Metropolis-Hastings proposal

Usage

propose_mvnmh(params_prop, params_cur, kernel_cov_chol, nugget)

Arguments

params_prop

vector in which the proposed parameters should be stored

params_cur

vector containing the current parameter vector

kernel_cov_chol

cholesky of the kernel covariance

nugget

zero if adaptation is not ongoing

Value

propose new parameter values in place


fintzij/stemr documentation built on March 25, 2022, 12:25 p.m.