Multivariate normal Metropolis-Hastings proposal

propose_mvnmh(params_prop, params_cur, kernel_cov_chol, nugget)

Arguments

params_prop

vector in which the proposed parameters should be stored

params_cur

vector containing the current parameter vector

kernel_cov_chol

cholesky of the kernel covariance

nugget

zero if adaptation is not ongoing

Value

propose new parameter values in place