proposalFun: Proposal Distributions

In thq80/Cornuet_2012_Adaptive-Mutiple-IS: A R Adaptive Multiple Importance Sampling

Description

Functions returning a component of a mixture for a proposal distribution. These functions provide an example of implementation for two interesting targets. They use a function closure approach in order to accept a general set of arguments and to store in their environment the variables specified by the user. The returned function has to be in the form

dproposal(xx,mu=rep(0,ncol(xx)),Sig=diag(1,ncol(xx),ncol(xx))) rproposal(n,mu=0,Sig=1)

Arguments

xx	A matrix with p columns
n	The size of the sample to simulate.
mu	p dimensional mean vector.
Sig	pXp Variance Covariance matrix.

Value

Value of the density for each observation. A sample of size n.

Available Proposals

mvtComp(df=3):

Mixture of multivariate t distributions:

df

number of degrees of freedom.

mvnormComp():

Gaussian Mixture.

Author(s)

Luca Pozzi, [e-mail]

See Also

See also target.

Examples

mvtComp(df=3)$d(t(c(1,1)))
mvnormComp()$r(1)

thq80/Cornuet_2012_Adaptive-Mutiple-IS documentation built on May 21, 2019, 9:23 a.m.