importSamplingNorm: Normalized Important Sampling function

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

Description

This function evaluates integrals using a normalized important sampling method with a Gaussian distribution proposal

Usage

importSamplingNorm(constr, mn, cv, numObs)

Arguments

constr	a function that describes the domain or constraint of the observations
mn	mean of the observations to be generated
cv	covariance matrix of the observations to be generated
numObs	number of observations to be generated

Value

value of integrals

Examples

constr <- function(X, u1 = lower, u2 = upper) { X >= u1 & X <= u2 }
important_sampling_norm(constr, 1/2, 0.1, 100)

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