R: Manage proposal functions tune variance for metropolis...
norm.proposal
R Documentation
Manage proposal functions tune variance for metropolis sampler
Description
Generate new proposals for the x from the current. Generates all x at once.
Usage
norm.proposal(m, n, sigma)
mvnorm.proposal(m, n, Sigma)
bmvnorm.proposal(m, n, Sigma)
Arguments
m
number of records
n
number of parameters
sigma
variance
Sigma
variance
Details
norm.proposal - Independent Normal proposal - every component is independent, with
variances of individual components determined by sigma. The
recycling rule applies to sigma, so sigma may be a scalar, an m
vector or a m by n matrix.
mvnorm.proposal - Multivariate Normal proposal - all components of all points are
correlated. In this case Sigma is the joint covariance of the m*n
components of the proposal points.
bmvnorm.proposal - Block Multivariate Normal proposal - components of points are
correlated, but points are independent. Here Sigma is an array of m
covariance matrices that determine the covariance of the m proposal
points.
Value
An list object with get, set and tune functions to manage the state of the proposals.