funnel.dist: Funnel distribution object

In SamplerCompare: A Framework for Comparing the Performance of MCMC Samplers

Description

A distribution object for Radford Neal's funnel distribution

Details

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

v~N(0,3^2), x[k]~N(0,exp(v)) for k=1,...,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.

References

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

See Also

make.dist, compare.samplers

SamplerCompare documentation built on Oct. 22, 2021, 9:14 a.m.