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 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