Add vector of proposal distribution to SingleComponentMetropolisHastings#310
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lukasfritsch wants to merge 5 commits intomasterfrom
Open
Add vector of proposal distribution to SingleComponentMetropolisHastings#310lukasfritsch wants to merge 5 commits intomasterfrom
lukasfritsch wants to merge 5 commits intomasterfrom
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This PR adds the option to use multiple proposal distributions in
SingleComponentMetropolisHastingswhich could be useful in some situations. The constructor now acceptsUnion{UnivariateDistribution,Vector{<:UnivariateDistribution}}as input for theproposalandbayesianupdatingcan use different proposals for each dimension.