dtmvnormImportSampling: Truncated univariate Gaussian density

In pasudyan/ConstrMixMod: MCMC methods for flexible mixture modeling on constrained spaces

Description

This function evaluates the truncated univariate Gaussian density using an important sampling procedure as the normalizing constant

Usage

dtmvnormImportSampling(X, mn, sig, constr, numSamp = 1e+06)

Arguments

X	a vector of observations where each column is the independent observations
mn	mean of the Gaussian density
sig	covariance matrix of the Gaussian density
constr	a function that describes the domain or constraint of the samples
numSamp	number of samples in the important sampling procedure

Value

value of the density

Examples

X <- rnorm(5, mean=0, sd=1)
constr <- function(X, u1 = lower, u2 = upper) { X >= u1 & X <= u2 }
dtmvnormImportSampling(X, mn, sig, constr, numSamp=1e6)

pasudyan/ConstrMixMod documentation built on May 10, 2019, 8:26 a.m.