Rev Language Reference


The multiplicative proposal of Dutta 2012, allows for long-distance moves. Useful for fat-tailed distributions, possibly for bimoodal distributions. Variables on [0,infinity) are log-transformed for proposals.


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


x : Real (<stochastic> pass by reference)
The variable on which this move operates.
delta : RealPos (pass by value)
The tuning parameter, larger values for bolder moves.
Default : 1
tune : Bool (pass by value)
Should we tune the window size 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