lcd.sample {LogConcDEAD}R Documentation

Sample from the MLE of a log-concave density using rejection sampling

Description

Draws independent samples from the MLE of a log-concave density.

Usage

lcd.sample(out, nsample=1)

Arguments

out Object of class LogConcDEAD (output from lcd.mle)
nsample Number of samples required

Details

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

Value

A numeric matrix with nsample rows, each row corresponding to a point in R^d.

Author(s)

Madeleine Cule mlc40@cam.ac.uk

Robert Gramacy

Richard Samworth

See Also

lcd.mle

Examples

#simple normal data

set.seed(101)
x <- matrix(rnorm(200),ncol=2)
out <- lcd.mle(x)
lcd.sample(out,nsample=10)

[Package LogConcDEAD version 1.1-2 Index]