MultiTryMetropolis[logpdf, logpdfjump, randommultijump, x0, n, isindep] generates one Metropolis update starting from x0. The target distribution is p[x] with the proposal distribution J[xt,x] given current value xt. The randommultijump[xt, n] generates n proposal tries from J[xt,x]. Here logpdf[x] = Log[p[x]] and logpdfjump[xt,x] = Log[J[xt,x]]. The isindep specifies whether the proposal distribution is independent of current values. |
DomainConstraint | True & | Specify a constraint which random variable satisfies. |