UCL / rmcmc

Robust Markov chain Monte Carlo methods in R
http://github-pages.ucl.ac.uk/rmcmc/
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Add support for pre-conditioned proposals #9

Closed matt-graham closed 4 months ago

matt-graham commented 4 months ago

Adds support for using diagonal or dense preconditioners with Barker proposal. Proposal now accepts separate scale and shape parameters with latter able to be either a matrix or vector (the latter corresponding to a diagonal preconditioner).