propose_mvnmh | R Documentation |
Multivariate normal Metropolis-Hastings proposal
propose_mvnmh(params_prop, params_cur, kernel_cov_chol, nugget)
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 |
propose new parameter values in place
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