exp_rej_r: TUVN exponential rejection sampling
In suchitm/tmvn: Generate random samples from truncated univariate and multivariate normal distributions and truncated Student-t distributions.
Description
Usage
Arguments
Value
References
View source: R/sampling_methods.R
Description
TUVN exponential rejection sampling
Usage
1
Arguments
a
Lower bound of truncation
b
Upper bound of truncation; default is infinity
lambda
rate parameter for the exponential distribution. Optimal value is
calculated by default. Refer to Lemma 2.1.1.2 in Li and Ghosh (2015).
Value
x
value of the sample
acc
number of proposals for acceptance
References
Li, Y., & Ghosh, S. K. (2015). Efficient sampling methods for
truncated multivariate normal and student-t distributions subject to
linear inequality constraints. Journal of Statistical Theory and
Practice, 9(4), 712-732.
suchitm/tmvn documentation built on Dec. 10, 2020, 10:25 a.m.
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Description Usage Arguments Value References
View source: R/sampling_methods.R
Description
TUVN exponential rejection sampling
Usage
1 |
Arguments
a |
Lower bound of truncation |
b |
Upper bound of truncation; default is infinity |
lambda |
rate parameter for the exponential distribution. Optimal value is calculated by default. Refer to Lemma 2.1.1.2 in Li and Ghosh (2015). |
Value
x |
value of the sample |
acc |
number of proposals for acceptance |
References
Li, Y., & Ghosh, S. K. (2015). Efficient sampling methods for truncated multivariate normal and student-t distributions subject to linear inequality constraints. Journal of Statistical Theory and Practice, 9(4), 712-732.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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