Specifies matrix values to use as the MCMC proposal covariance.

Specification

Alias: none

Argument(s): REALLIST

Child Keywords:

Required/Optional

Description of Group

Dakota Keyword

Dakota Keyword Description

Required

(Choose One)

Values For (Group 1)

diagonal

Specifies the diagonal matrix format when specifying a user-specified proposal covariance.

matrix

Specifies the full matrix format when specifying a user-specified proposal covariance.

Description

This keyword selection results in definition of the MCMC proposal covariance from user-specified matrix values. The matrix input format must be declared as either a full matrix or a matrix diagonal.

Default Behavior

This option is not the default, and generally implies special a priori knowledge from the user.

Usage Tips

This option is not supported for the case of transformations to standardized probability space.

Examples

method,                                 
        bayes_calibration queso
         samples = 1000 seed = 348
          dram
          proposal_covariance
            values ... # See leaf nodes for required format option