SMMALA transition kernel density — smmala_move

The Simiplified Manifold Metropolis Adjusted Langevin Algorithm uses a move instriction that uses a Gaussian kernel that is shifted away from the current point.

Usage

smmala_move_density(
  beta,
  parProposal,
  parGiven,
  fisherInformationPrior,
  eps = 0.01
)

Arguments

beta: inverse temperature (parallel tempering)
parGiven: given point

Value

SMMALA proposal point