Rev Language Reference


mvShrinkExpand

Usage

mvShrinkExpand(Real[] x, RealPos sd, RealPos lambda, Bool tune, RealPos weight, Probability tuneTarget)

Arguments

x : Real[] (<deterministic> pass by reference)
The variable on which the move operates.
sd : RealPos (<stochastic> pass by reference)
The standard deviation parameter if available.
Default : NULL
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