tests/testthat/helper-kernels.R

In AdMit: Adaptive Mixture of Student-t Distributions

## Kernel functions shared by the test files.

## Gelman and Meng (1991) bivariate kernel, as used throughout the package
## documentation. With A = 1, B = 0, C1 = C2 = 3 the target has mean
## (1.459, 1.459); see Ardia, Hoogerheide and van Dijk (2009, JSS 29(3)).
GelmanMeng <- function(x, A = 1, B = 0, C1 = 3, C2 = 3, log = TRUE)
{
  if (is.vector(x))
    x <- matrix(x, nrow = 1)
  r <- -.5 * (A * x[,1]^2 * x[,2]^2 + x[,1]^2 + x[,2]^2
              - 2 * B * x[,1] * x[,2] - 2 * C1 * x[,1] - 2 * C2 * x[,2])
  if (!log)
    r <- exp(r)
  as.vector(r)
}

## Univariate Gaussian kernel with mean 'm' and variance 1 (unnormalised).
Gauss1d <- function(x, m = 2, log = TRUE)
{
  x <- as.matrix(x)
  r <- -0.5 * (x[,1] - m)^2
  if (!log)
    r <- exp(r)
  as.vector(r)
}