R: Rejecting sampling using a t proposal density

rejectsampling {LearnBayes} | R Documentation

## Rejecting sampling using a t proposal density

### Description

Implements a rejection sampling algorithm for a probability density using a multivariate t proposal density

### Usage

    rejectsampling(logf,tpar,dmax,n,data)

### Arguments

`logf` | function that defines the logarithm of the density of interest
`tpar` | list of parameters of t proposal density including the mean m, scale matrix var, and degrees of freedom df
`dmax` | logarithm of the rejection sampling constant
`n` | number of simulated draws from proposal density
`data` | data and or parameters used in the function logf

### Value

matrix of simulated draws from density of interest

### Author(s)

Jim Albert

### Examples

    data(cancermortality)
    start=c(-7,6)
    fit=laplace(betabinexch,start,cancermortality)
    tpar=list(m=fit$mode,var=2*fit$var,df=4)
    theta=rejectsampling(betabinexch,tpar,-569.2813,1000,cancermortality)

[Package LearnBayes version 2.15 Index]