Rev Language Reference


mvCorrelationMatrixRandomWalk

Usage

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

Arguments

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 determines the relative frequency with which this move will be attempted. For details, see the description of the 'moveschedule' parameter on the documentation page for 'mcmc()'.
Default : 1
tuneTarget : Probability (pass by value)
The acceptance probability targeted by auto-tuning.
Default : 0.44