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Suggested minor correction to the low rank cholesky update term in RAM #109

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Suggested minor correction to the low rank cholesky update term in RAM #109

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2 changes: 1 addition & 1 deletion src/RobustAdaptiveMetropolis.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -160,7 +160,7 @@ function ram_adapt(
S = state.S
# TODO: Make this configurable by defining a more general path.
η = state.iteration^(-sampler.γ)
ΔS = (η * abs(Δα)) * S * U / LinearAlgebra.norm(U)
ΔS = sqrt(η * abs(Δα)) * S * U / LinearAlgebra.norm(U)
# TODO: Maybe do in-place and then have the user extract it with a callback if they really want it.
S_new = if sign(Δα) == 1
# One rank update.
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