Description Usage Arguments Author(s) Examples
This function uses elliptical slice sampling to sample from a Bayesian model in which the prior is multivariate normal (JMLR Murray, Adams, and MacKay 2010)
1 | ess(log.lik,Y, Sig, N_mcmc,burn_in,N,flag)
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log.lik |
Log-lik function in model which is assumed to take two arguments: the first contains the parameters/latent variables and the second the observed data Y |
Y |
Observed data. |
Sig |
Covariance matrix associated with the prior distribution on the parameters/latent variable vector. |
N_mcmc |
Number of desired mcmc samples. |
burn_in |
Number of burn-in iterations. |
N |
Dimensionality of parameter/latent variable vector. |
flag |
Set to TRUE for MASS implementation of mvrnorm (which may be more stable but slow), FALSE for FastGP implementation of rcpp_rmvnorm (which is faster but less stable) |
Giri Gopalan gopalan88@gmail.com
1 | # See demo/FastGPdemo.r.
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