proposalfunction_cov: proposalfunction_cov

Description Usage Arguments Value Author(s) See Also

View source: R/adaptative_mcmc_utilities.R

Description

Function to propose new parameter values from a multivariate normal distribution with a given mean and covariance matrix. This function is used to improve the convergence of a MCMC.

Usage

1

Arguments

mn

A numeric vector with the mean value of the parameters

cv

The covariance matrix

Value

A vector with realizations of a multivariate normal distribution with a given mean and covariance

Author(s)

Oscar Garcia-Cabrejo khaors@gmail.com

See Also

Other amcmc_auxiliary_function functions: posterior, prior, proposalfunction, run_adap_metropolis_MCMC


khaors/pumpingtest documentation built on Nov. 15, 2019, 8:10 p.m.