Only symmetric kernels supported for proposals in Metropolis-Hastings algorithm

[lbelzile]

Thank you for this very nice package. I was looking into the accompanying vignette to implement a new Dirichlet process mixture with a non-conjugate prior and I stumbled upon the MhParameterProposal. function (the example uses a random walk with a folded normal distribution).

It seems that only symmetric kernels are supported since the code in metropolis_hastings.R does not include a Hastings ratio. While this may be intentional, I could not see it mentioned in the vignette, the documentation or the examples. Perhaps worth adding a note to this effect?

[dm13450]

Yeah thanks for picking this up, I'll make the correction.
Pull requests welcome though if you manage to implement your new mixture!