RWMH.hpp

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#pragma once
 
#include "U_sampler.hpp"

class RWMH : public U_sampler {
 
private:
  double proposal_sd = 1.0;

  bool accept = false;

  bool use_V = false;

  bool tuning_enabled = false;


  void sampling_U();

  void sampling_V();


  void Robbins_Monro_tuning();
 
public:
  RWMH(Params &p, Data &d, bool use_V = false, double prop_sd = 1,
       bool tuning = false)
      : U_sampler(p, d), use_V(use_V), proposal_sd(prop_sd),
        tuning_enabled(tuning) {};

  void update_U() override;
};