Given the current parameters and a covariance matrix, returns a vector for a proposed jump from a multivariate normal distribution. Takes into account parameter covariance and ensures containment condition with beta, if cov_mat0 (the identity matrix) is specified.

mvr_proposal(
  values,
  fixed,
  cov_mat,
  cov_mat0 = NULL,
  use_log = FALSE,
  beta = 0.05
)

Arguments

values

the vector of current parameter values

fixed

set of flags corresponding to the parameter vector indicating which parameters are fixed Takes into account parameter covariance and ensures containment condition with beta, if cov_mat0 (the identity matrix) is specified.

cov_mat

the 2D covariance matrix for all of the parameters

cov_mat0

optional, usually the identity matrix for theta

use_log

flag. If TRUE, propose on log scale

beta

Beta as in Rosenthal and Roberts 2009

Value

a parameter vector of a proposed move. Note that these may fall outside the allowable ranges.

See also