target_distribution_from_log_density_formula: Construct target distribution from a formula specifying log...
In rmcmc: Robust Markov Chain Monte Carlo Methods
target_distribution_from_log_density_formula R Documentation
Construct target distribution from a formula specifying log density.
Description
Construct target distribution from a formula specifying log density.
Usage
target_distribution_from_log_density_formula(log_density_formula)
Arguments
log_density_formula
Formula for which right-hand side specifies
expression for logarithm of (unnormalized) density of target distribution.
Value
A list with entries
-
log_density: A function to evaluate log density function for target
distribution given current position vector.
-
value_and_gradient_log_density: A function to evaluate value and gradient
of log density function for target distribution given current position
vector, returning as a list with entries value and gradient.
Examples
target_distribution <- target_distribution_from_log_density_formula(
~ (-(x^2 + y^2) / 8 - (x^2 - y)^2 - (x - 1)^2 / 10)
)
target_distribution$value_and_gradient_log_density(c(0.1, -0.3))
rmcmc documentation built on April 3, 2025, 5:27 p.m.
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| target_distribution_from_log_density_formula | R Documentation |
Construct target distribution from a formula specifying log density.
Description
Construct target distribution from a formula specifying log density.
Usage
target_distribution_from_log_density_formula(log_density_formula)
Arguments
log_density_formula |
Formula for which right-hand side specifies expression for logarithm of (unnormalized) density of target distribution. |
Value
A list with entries
-
log_density: A function to evaluate log density function for target distribution given current position vector. -
value_and_gradient_log_density: A function to evaluate value and gradient of log density function for target distribution given current position vector, returning as a list with entriesvalueandgradient.
Examples
target_distribution <- target_distribution_from_log_density_formula(
~ (-(x^2 + y^2) / 8 - (x^2 - y)^2 - (x - 1)^2 / 10)
)
target_distribution$value_and_gradient_log_density(c(0.1, -0.3))
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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