mvrnormArma_tempered: Simulate from a tempered Multivariate Gaussian Distribution

In rchan26/hierarchicalFusion: Divide-and-Conquer Monte Carlo Fusion

Simulate from a tempered Multivariate Gaussian Distribution

Description

Produces samples from the specified tempered multivariate Gaussian distribution

Usage

mvrnormArma_tempered(N, mu, Sigma, beta)

Arguments

N	the number of samples required
mu	a vector of mean values
Sigma	positive-definite symmetric matrix specifying the covariance of variables
beta	inverse temperature

Value

samples from a tempered multivariate Gaussian distribution

Examples

samples <- mvrnormArma(N = 10000,
                       mu = c(0, 0),
                       Sigma = diag(2))
tempered_samples <- mvrnormArma_tempered(N = 10000,
                                         mu = c(0, 0),
                                         Sigma = diag(2),
                                         beta = 2)

rchan26/hierarchicalFusion documentation built on Sept. 11, 2022, 10:30 p.m.