Rev Language Reference


mvLevyJump

Usage

mvLevyJump(Real x, RealPos delta, Bool tune, RealPos weight, Probability tuneTarget)

Arguments

x : Real (<stochastic> pass by reference)
The variable this move operates on.
delta : RealPos (pass by value)
The window size of the proposals.
Default : 1
tune : Bool (pass by value)
Should we tune 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