make.mv.gamma.dist: Create a distribution object for a set of uncorrelated Gamma...

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

Create a distribution object for a set of uncorrelated Gamma distributions

Description

Create a distribution object for a set of uncorrelated Gamma distributions

Usage

make.mv.gamma.dist(shape, scale=rep(1, length(shape)))

Arguments

shape	A vector of shape parameters.
scale	A vector of scale parameters. Must have the same length as shape

Details

Defines a distribution object for a multivariate distribution where each marginal density is Gamma and uncorrelated with the other coordinates. The log density is therefore equivalent to sum(dgamma(x, shape, scale=scale, log=TRUE)).

This is included as a test case for comparing how MCMC methods perform on asymmetric distributions.

Value

A scdist object. For convenience, the shape and scale elements are filled in with the parameters passed to make.mv.gamma.dist.

See Also

make.gaussian, compare.samplers

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