Generate new proposals for the x from the current. Generates all x at once.
norm.proposal(m, n, sigma)mvnorm.proposal(m, n, Sigma)
bmvnorm.proposal(m, n, Sigma)
An list object with get, set and tune functions to manage the state of the proposals.
propose new set of parameters from last
get variance values
set variance values
tune the variance for proposal functions
number of records
number of parameters
variance
variance
Simon Wotherspoon
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.