Rev Language Reference
mvRandomDive
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.
Usage
Arguments
| 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 |
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