qfun: Multivariate Normal Density of Theta1 | Theta2

In hmclearn: Fit Statistical Models Using Hamiltonian Monte Carlo

Description

Provided for Random Walk Metropolis algorithm

Usage

qfun(theta1, theta2, nu)

Arguments

theta1	Vector of current quantiles
theta2	Vector for mean parameter
nu	Either a single numeric value for the covariance matrix, or a vector for the diagonal

Value

Multivariate normal density vector log-transformed

References

Alan Genz, Frank Bretz, Tetsuhisa Miwa, Xuefei Mi, Friedrich Leisch, Fabian Scheipl and Torsten Hothorn (2019). mvtnorm: Multivariate Normal and t Distributions

Examples

qfun(0, 0, 1)
log(1/sqrt(2*pi))

hmclearn documentation built on Oct. 23, 2020, 8:04 p.m.