lcd.sample {LogConcDEAD} | R Documentation |
Draws independent samples from the MLE of a log-concave density.
lcd.sample(out, nsample=1)
out |
Object of class LogConcDEAD (output from lcd.mle ) |
nsample |
Number of samples required |
A simple rejection sampling scheme is used to draw from the MLE. For
discussion of the structure of the MLE, see lcd.mle
.
1. A simplex is selected
2. Rejection sampling is used to sample from the MLE restricted to that simplex
A numeric matrix with nsample rows, each row corresponding to a point in R^d.
Madeleine Cule mlc40@cam.ac.uk
Robert Gramacy
Richard Samworth
#simple normal data set.seed(101) x <- matrix(rnorm(200),ncol=2) out <- lcd.mle(x) lcd.sample(out,nsample=10)