simcontour {LearnBayes} | R Documentation |
Simulated draws from a bivariate density function on a grid
Description
For a general two parameter density defined on a grid, simulates a random sample.
Usage
simcontour(logf,limits,data,m)
Arguments
logf |
function that defines the logarithm of the density |
limits |
limits (xlo, xhi, ylo, yhi) that cover the joint probability density |
data |
vector or list of parameters associated with the function logpost |
m |
size of simulated sample |
Value
x |
vector of simulated draws of the first parameter |
y |
vector of simulated draws of the second parameter |
Author(s)
Jim Albert
Examples
lbinorm=function(xy,par)
{
m=par$m
v=par$v
x=xy[,1]
y=xy[,2]
zx=(x-m[1])/sqrt(v[1,1])
zy=(y-m[2])/sqrt(v[2,2])
r=v[1,2]/sqrt(v[1,1]*v[2,2])
return(-.5/(1-r^2)*(zx^2-2*r*zx*zy+zy^2))
}
m=array(c(0,0),c(2,1))
v=array(c(1,.6,.6,1),c(2,2))
normpar=list(m=m,v=v)
s=simcontour(lbinorm,c(-4,4,-4,4),normpar,1000)
plot(s$x,s$y)
[Package
LearnBayes version 1.0
Index]