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Create a Proposal Matrix

Source: R/mcmc_setup.R
create_proposal_matrix.Rd

Generates a proposal covariance matrix for use in MCMC algorithms. The matrix is initialized with specified variances for parameters to be estimated and optionally incorporates parameter correlations.

Usage

create_proposal_matrix(
  params_to_estimate,
  proposal_variance = NULL,
  correlation_matrix = NULL,
  model,
  param_inputs
)

Arguments

params_to_estimate

A character vector of parameter names to estimate. Only scalar-valued model parameters will be considered.

proposal_variance

A named list of proposal variances for each parameter. If NULL, a default set of variances is used.

correlation_matrix

Optional correlation matrix for a subset of parameters. If provided, the correlation structure will be incorporated into the proposal matrix.

model

A model object with a new() constructor and a param() method that returns all parameters in the model.

param_inputs

A named list of parameter values used to initialize the model. This is used to identify scalar parameters that are eligible for estimation.

Value

A square numeric matrix with dimensions equal to the number of scalar parameters in the model. The diagonal contains the proposal variances, and the off-diagonal entries contain covariances if a correlation matrix is provided.