joint_d: Joint Density Calculator

In lucas-castillo/SampleR: Tools To Compare Human Performance To Sampling Algorithms

Description

Helper function for Hamiltonian Samplers that calculates the log joint density of a position and momentum pair.

Usage

joint_d(theta, momentum, logf)

Arguments

theta	Vector. Position
momentum	Vector, momentum.
logf	function. Log probability density function of the target distribution

Value

Numeric. Log joint density of the theta/momentum pair

Examples

# This function is internally used

target <- distr6::Normal$new()
log_func <- function (x){return(target$pdf(log=TRUE, data = matrix(x, nrow=1)))}
theta <- target$mean()
momentum <- as.vector(mvtnorm::rmvnorm(1, 0))
joint_d(theta, momentum, log_func)

lucas-castillo/SampleR documentation built on Jan. 1, 2021, 8:25 a.m.