vfk0_imq: Stein kernel function

Description Usage Arguments Value

View source: R/kernel.R

Description

Vectorised Stein kernel function based on the inverse multi-quadric (IMQ) kernel. Each argument can be m-by-d matrices containing m d-dimensional points.

Usage

1
vfk0_imq(a, b, sa, sb, linv)

Arguments

a

first argument of the kernel, m-by-d matrix.

b

second argument of the kernel, m-by-d matrix.

sa

gradients of the log target density at a, m-by-d matrix.

sb

gradients of the log target density at b, m-by-d matrix.

linv

inverse preconditioner, d-by-d matrix.

Value

value of the Stein kernel, m-vector.


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