Description Details References See Also
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~N(0,3^2), x[k]~N(0,exp(v)) for k=1,...,9
The state space is (v,x,x,...,x). 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
Neal, Radford M. (2003), “Slice Sampling,” The Annals of Statistics 31(3):705-767.
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