make_precon: Create an inverse preconditioner

Description Usage Arguments Value

View source: R/kernel.R

Description

Create an inverse preconditioner

Usage

1
make_precon(smp, scr, pre = "id")

Arguments

smp

n-by-d matrix of n d-dimensional sample points.

scr

n-by-d matrix of gradients of log target at smp.

pre

optional string, either "id" (default), "med", "sclmed", or "smpcov", specifying the preconditioner to be used. Alternatively, a numeric string can be passed as the single length-scale parameter of an isotropic kernel.

Value

inverse preconditioner, d-by-d matrix.


wilson-ye-chen/stein.thinning documentation built on Jan. 8, 2022, 11:42 a.m.