Independence Metropolis-Hastings update coherent with the stationary
AR(1) initial condition used by the dynamic UV kernels. The proposal is
the conjugate Normal implied by the transitions and the
Normal(prior_mean, prior_sd^2) prior, drawn truncated to (-0.99, 0.99)
via the inverse CDF; the acceptance ratio supplies the t = 1 stationary
factor proportional to (1 - rho^2)^(nR / 2) * exp(-(1 - rho^2) *
S1 / (2 * sigma^2))
that the Gaussian proposal omits. Defaults (prior_mean = 0,
prior_sd = 1) preserve the historical behaviour; lame::lame() passes
the user-set prior$rho_uv_mean / prior$rho_uv_sd explicitly.
Usage
sample_rho_uv(
U_cube,
V_cube,
sigma_uv,
rho_current,
symmetric,
prior_mean = 0,
prior_sd = 1
)