Dakota Reference Manual: update_period

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update_period

Period at which to update derivative-based proposal covariance

## Specification

Alias: none

Argument(s): INTEGER

## Description

For derivative-based proposal covariance, this specifies the period (number of accepted MCMC samples) after which the proposal covariance is updated using derivative values at the current chain point.

Default Behavior

When `update_period` is not specified, derivatives will inform the proposal covariance at the start of the chain, but not updated further.

Usage Tips

The `update_period` should be tailored to the size of the total chain, accounting for the relative expense of derivative-based proposal updates.

## Examples

    method,
            bayes_calibration queso
              samples = 2000 seed = 348
              delayed_rejection
              emulator pce sparse_grid_level = 2
              proposal_covariance derivatives
                update_period = 40  # update proposal covariance every 40 points