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View Code? Open in Web Editor NEWAdaptive Multiple-Try Metropolis algorithm
Adaptive Multiple-Try Metropolis algorithm
add "adapt != 0" in the clause for scale adaptation
In the motivation, check how the constant term are computed (put 2pi inside det).
Needs to be much bigger to deal with higher dimensional problems
This exception is raised when erfc_inv gets 0 or 2 as input. This happens when quantile has argument 0 or 1.
Enve/odd on the index in those chosen, not the real index.
e.g. a vector would produce multiples of the identity matrix,
a matrix would produce diagonal matrices, etc.
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