Rejecting sampling using a t proposal density

Description

Implements a rejection sampling algorithm for a probability density using a multivariate t proposal density

Usage

1
rejectsampling(logf,tpar,dmax,n,data)

Arguments

logf

function that defines the logarithm of the density of interest

tpar

list of parameters of t proposal density including the mean m, scale matrix var, and degrees of freedom df

dmax

logarithm of the rejection sampling constant

n

number of simulated draws from proposal density

data

data and or parameters used in the function logf

Value

matrix of simulated draws from density of interest

Author(s)

Jim Albert

Examples

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