hmc_sample_tempered_mixG: HMC sampler for tempered mixture Gaussian

In rchan26/mixGaussTempering: What the Package Does (One Line, Title Case)

Description

Sample from tempered target using Stan

Usage

hmc_sample_tempered_mixG(weights, means, sds, beta, iterations, chains,
  output = F)

Arguments

weights	vector: weights of mixture Gaussian
means	vector: means of mixture Gassuan
sds	vector: st.devs of mixture Gaussian
beta	temperature level
iterations	number of iterations per chain - note that burn in is 0.5 of this number
chains	number of chains
output	boolean value: defaults to T, determines whether or not to print output to console

Value

samples from the tempered target

Examples

hmc_sample_tempered_mixG(weights = c(0.5, 0.5), means = c(-2, 2), sds = c(0.5, 1),
                         beta = 0.2, iterations = 2*100000, chains = 1, output = F)

rchan26/mixGaussTempering documentation built on June 14, 2019, 3:26 p.m.