rnorm_tempered: Tempered Gaussian Distribution Sampler

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

Tempered Gaussian Distribution Sampler

Description

Samples from a tempered Gaussian distribution

Usage

rnorm_tempered(N, mean, sd, beta)

Arguments

mean	mean value
sd	standard deviation value
beta	real value
x	real value

Value

N samples from a tempered Gaussian distribution

Examples

# standard normal
curve(dnorm(x), -5, 5)
# standard normal to the power 1/2
curve(dnorm_tempered(x, beta = 1/2), -5, 5, add = T, col = 'blue')
samples <- rnorm_tempered(N = 10000, mean = 0, sd = 1, beta = 1/2)
lines(density(samples), col = 'red')

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