calculate_proposal_cov: Calculate the proposal covariance matrix

In rchan26/hierarchicalFusion: Divide-and-Conquer Monte Carlo Fusion

Calculate the proposal covariance matrix

Description

Calculation of the proposal covariance matrix for Monte Carlo Fusion

Usage

calculate_proposal_cov(time, weights)

Arguments

time	T for fusion algorithm
weights	list of m matrices of the same dimension

Value

proposal covariance matrix

Examples

m1 <- matrix(c(1,2,3,4), nrow = 2, ncol = 2)
m2 <- matrix(c(5,6,7,8), nrow = 2, ncol = 2)
m3 <- matrix(c(9,10,11,12), nrow = 2, ncol = 2)
calculate_proposal_cov(time = 0.5, weights = list(m1, m2, m3))

rchan26/hierarchicalFusion documentation built on Sept. 11, 2022, 10:30 p.m.