Rev Language Reference
mvCorrelationMatrixSingleElementBeta - Correlation Matrix Beta proposal.
Beta proposal on a random element of a correlation matrix.
Usage
mvCorrelationMatrixSingleElementBeta(MatrixReal x, RealPos alpha, Bool tune, RealPos weight, Probability tuneTarget)
Arguments
| x : | MatrixReal (<stochastic> pass by reference) |
| The variable on which this move operates. | |
| alpha : | RealPos (pass by value) |
| The shape of the beta distribution to draw from. | |
| Default : 10 | |
| 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 |
Details
This move chooses a single element of the correlation matrix at random, and draws a proposed value from a Beta distribution centered on the current value (and stretched to range from -1 to 1).
Example
# we draw a correlation matrix from an LKJ distribution
R ~ dnLKJ(eta=1, dim=5)
# we specify a beta move on the correlation matrix
moves[1] = mvCorrelationMatrixSingleElementBeta(R, alpha=10.0)
Edit this page