Function to propose new parameter values from a multivariate normal distribution with a given mean and covariance matrix. This function is used to improve the convergence of a MCMC.
proposalfunction_cov(mn, cv)
| mn | A numeric vector with the mean value of the parameters |
|---|---|
| cv | The covariance matrix |
A vector with realizations of a multivariate normal distribution with a given mean and covariance
Other amcmc_auxiliary_function functions: posterior,
prior, proposalfunction,
run_adap_metropolis_MCMC