Rev Language Reference



mvCorrelationMatrixRandomWalk(MatrixReal x, RealPos sigma, Bool tune, RealPos weight, Probability tuneTarget)


x : MatrixReal (<stochastic> pass by reference)
The variable on which this move operates.
sigma : RealPos (pass by value)
The standard deviation of the normal distribution to draw from.
Default : 0.1
tune : Bool (pass by value)
Should we tune the scaling factor during burnin?
Default : TRUE
weight : RealPos (pass by value)
The weight how often on average this move will be used per iteration.
Default : 1
tuneTarget : Probability (pass by value)
The acceptance probability targeted by auto-tuning.
Default : 0.44