Rejecting sampling using a t proposal density
Implements a rejection sampling algorithm for a probability density using a multivariate t proposal density
rejectsampling(logf,tpar,dmax,n,data)
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 |
matrix of simulated draws from density of interest
Jim Albert
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)
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