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torfjeldemhauru
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Update src/RobustAdaptiveMetropolis.jl
Co-authored-by: Markus Hauru <[email protected]>
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src/RobustAdaptiveMetropolis.jl

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@@ -78,7 +78,7 @@ Base.@kwdef struct RobustAdaptiveMetropolis{T,A<:Union{Nothing,AbstractMatrix{T}
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α::T = 0.234
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"negative exponent of the adaptation decay rate. Default: `0.6`."
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γ::T = 0.6
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"initial lower-triangular Cholesky factor. If specified, should be convertible into a `LowerTriangular`. Default: `nothing`."
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"initial lower-triangular Cholesky factor of the covariance matrix. If specified, should be convertible into a `LowerTriangular`. Default: `nothing`, which is interpreted as the identity matrix."
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S::A = nothing
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"lower bound on eigenvalues of the adapted Cholesky factor. Default: `0.0`."
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eigenvalue_lower_bound::T = 0.0

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