create_prior_xptr: Create an external pointer to a C++ prior

In revdbayes: Ratio-of-Uniforms Sampling for Bayesian Extreme Value Analysis

Create an external pointer to a C++ prior

Description

This function provides an example of a way in which a user can specify their own prior density to rpost_rcpp. More specifically, a function like this (the user will need to create an edited version tailored to their own C++ function(s)) can be used to generate an external pointer to a compiled C++ function that evaluates the log-prior density. Please see the vignette "Faster simulation using revdbayes" for more information.

Usage

create_prior_xptr(fstr)

Arguments

fstr	A string indicating the C++ function required.

Details

Suppose that the user's C++ functions are in a file called "user_fns.cpp". These functions must be compiled and made available to R before the pointer is created. This can be achieved using the function sourceCpp in the Rcpp package or using RStudio's Source button on the editor toolbar.

For details see the examples in the documentation of the functions rpost_rcpp and set_prior, the vignette "Faster simulation using revdbayes" and the vignette "Rusting Faster: Simulation using Rcpp" in the package rust.

Value

An external pointer.

See Also

set_prior to specify a prior distribution using an external pointer returned by create_prior_xptr and for details of in-built named prior distributions.

The examples in the documentation of rpost_rcpp.

Examples

ptr_gp_flat <- create_prior_xptr("gp_flat")
prior_cfn <- set_prior(prior = ptr_gp_flat, model = "gp", min_xi = -1)

ptr_gev_flat <- create_prior_xptr("gev_flat")
prior_cfn <- set_prior(prior = ptr_gev_flat, model = "gev", min_xi = -1,
                       max_xi = Inf)

mat <- diag(c(10000, 10000, 100))
ptr_gev_norm <- create_prior_xptr("gev_norm")
pn_u <- set_prior(prior = ptr_gev_norm, model = "gev", mean = c(0,0,0),
                  icov = solve(mat))

revdbayes documentation built on Sept. 10, 2023, 1:07 a.m.