Rev Language Reference

mvCorrelationMatrixSingleElementBeta - Correlation Matrix Beta proposal.

Beta proposal on a random element of a correlation matrix.


mvCorrelationMatrixSingleElementBeta(MatrixReal x, RealPos alpha, Bool tune, RealPos weight, Probability tuneTarget)


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 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


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).


# 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)

See Also