dev.pr: Dev.pr

In mpoll/scale: The Scaleable Langevin Exact Algorithm -- Reference Implementation

Usage

dev.pr(Jst.t = 0.64, Jst.rat = 0.5776972)

Arguments

Jst.t
Jst.rat

Examples

##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function (Jst.t = 0.64, Jst.rat = 0.5776972) 
{
    U <- runif(1, 0, 1)
    if (U < Jst.rat) {
        E <- rexp(1, 1)
        X <- Jst.t + 8 * E/(pi^2)
    }
    else {
        repeat {
            E <- rexp(2, 1)
            if (E[1]^2 <= 2 * E[2]/Jst.t) {
                X <- Jst.t/(1 + Jst.t * E[1])^2
                break
            }
        }
    }
    list(X = X, U = U, E = E)
  }

mpoll/scale documentation built on Dec. 9, 2019, 7:15 a.m.