mvCorrelationMatrixRandomWalk
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 |