generateTestDensityMultiNormal: Multivariate normal likelihood

In BayesianTools: General-Purpose MCMC and SMC Samplers and Tools for Bayesian Statistics

Multivariate normal likelihood

Description

Generates a 3 dimensional multivariate normal likelihood function.

Usage

generateTestDensityMultiNormal(
  mean = c(0, 0, 0),
  sigma = "strongcorrelation",
  sample = F,
  n = 1,
  throwErrors = -1
)

Arguments

mean	vector with the three mean values of the distribution
sigma	either a correlation matrix, or "strongcorrelation", or "no correlation"
sample	should the function create samples
n	number of samples to create
throwErrors	parameter for test purpose. Between 0 and 1 for proportion of errors

Details

3-d multivariate normal density function with mean 2,4,0 and either strong correlation (default), or no correlation.

Author(s)

Florian Hartig

See Also

testDensityBanana
testLinearModel

Examples

# sampling from the test function
x = generateTestDensityMultiNormal(sample  = TRUE, n = 1000)(1000)
correlationPlot(x)
marginalPlot(x)

# generating the the density
density = generateTestDensityMultiNormal(sample  = FALSE)
density(x[1,])

BayesianTools documentation built on Feb. 16, 2023, 8:44 p.m.