make.cone.dist: Create a cone distribution object

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

Create a cone distribution object

Description

Create a cone distribution object as defined by Roberts and Rosenthal

Usage

make.cone.dist(ndim)

Arguments

ndim	The dimension of the distribution's state space.

Details

Defines a distribution object with the following log density:

\pi(x)=e^{-\|x\|}

This is used in Roberts and Rosenthal (2002) to demonstrate the deterioration in slice sampler performance as dimensionality increases. It is intended to be passed to compare.samplers. Its implementation also serves as a simple demonstration of how to define a distribution in C.

Value

A scdist object.

References

Roberts, G. O. and Rosenthal, J. S. (2002) “The Polar Slice Sampler,” Stochastic Models 18(2):257-280.

See Also

make.dist

SamplerCompare documentation built on April 24, 2023, 9:09 a.m.