Update method for adaptive MCMC multivariate jump-tuning objects

Adapts each dimension of the multivariate jump standard deviation based on recent acceptance rate for each dimension to keep acceptance near the target rate.

Usage

# S3 method for class 'mvjump'
update(object, chain, ...)

Arguments

object: object of class mvjump
chain: numeric matrix of recent MCMC chain values used to compute acceptance rates
...: additional arguments (currently unused)

Value

Updated mvjump object with adjusted history and acceptance rates.

Author

Michael Dietze