Rev Language Reference



mvCorrelationMatrixUpdate(MatrixReal r, RealPos[] s, RealPos lambda, Bool tune, RealPos weight, Probability tuneTarget)


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