Functions for proposal density evaluation and random generation in MCMC algorithms, in the case where these are Gaussian.
gaussian_pdf(y, x, param)gaussian_proposal(x, param)
Candidate for next move, a vector of dimension \(d\)
Current position of a chain, a vector of dimension \(d\)
The proposal parameters, that must contains the
\(d\times d\) variance matrix
in param$v.
The value of the density, or the random draw, both in dimension \(d\)
The Gaussian proposal density \(q(y|x)\) used in, e.g.,
random walk Hastings-Metropolis algorithm RWHM
is the multivariate Gaussian \(N(x,v)\) density evaluated at point \(y\).
Similarly, the Gaussian proposal (next move) is a random draw
\(y \sim N(x,v)\) when the chain is at position \(x\).