Rev Language Reference
mvCorrelationMatrixUpdate
Usage
mvCorrelationMatrixUpdate(MatrixReal r, RealPos[] s, RealPos lambda, Bool tune, RealPos weight, Probability tuneTarget)
Arguments
| r : | MatrixReal (<stochastic> pass by reference) |
| The correlation matrix on which this move operates. | |
| s : | RealPos[] (pass by reference) |
| The vector of variances needed to complete the move. | |
| lambda : | RealPos (pass by value) |
| The scaling factor (strength) of the proposal. | |
| Default : 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 |
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