pypomp.proposals.mvn_rw

pypomp.proposals.mvn_rw(rw_var: ndarray, param_names: list[str]) → MVNRWFull

Construct a full-covariance multivariate normal random-walk proposal.

Args:

rw_var: Symmetric positive-definite covariance matrix of shape

(d, d) where d = len(param_names).

param_names: Parameter names corresponding to the rows/columns of

rw_var.

Returns:

MVNRWFull instance.