pypomp.proposals.MVNRWFull

class pypomp.proposals.MVNRWFull(chol: Array, param_names: tuple[str, ...])[source]

Bases: object

Full-covariance multivariate normal random-walk proposal.

Variables:
  • chol (jax.Array) – (d, d) lower-triangular Cholesky factor of the proposal covariance.

  • param_names (tuple of str) – Tuple of parameter names corresponding to the rows/columns of the covariance.

Attributes

chol: Array
param_names: tuple[str, ...]

Methods

init_state(theta_arr)

step(state, theta_arr, key, n, accepts)