funnel.dist: Funnel distribution object
In SamplerCompare: A Framework for Comparing the Performance of MCMC Samplers

funnel.dist

R Documentation

Funnel distribution object

A distribution object for Radford Neal's funnel distribution

funnel.dist represents the funnel distribution described by Neal (2003, p. 732). It is a ten-dimensional distribution on the reals, with:

v \sim N(0,3^2),\; x[k] \sim N(0,e^v) \;\mathrm{for}\; k=1,\ldots,9

The state space is (v,x[1],x[2],...,x[9]). The name comes from the funnel-shaped two dimensional marginal distributions (v,x[k]).

This object is intended as a demonstration to be passed to compare.samplers.

Neal, Radford M. (2003), “Slice Sampling,” The Annals of Statistics 31(3):705-767.