rlcd {LogConcDEAD}R Documentation

Sample from a log-concave maximum likelihood estimate

Description

Draws independent samples a log-concave maximum likelihood estimate. The estimate should be specified in the form of an object of class "LogConcDEAD", the result of a call to mlelcd.

Usage

rlcd(n, lcd)
lcd.sample(lcd, nsample=1) 

Arguments

n, nsample A scalar integer indicating the number of samples required
lcd Object of class "LogConcDEAD" (typically output from mlelcd)

Details

This function uses a simple rejection sampling scheme to draw independent random samples from a log-concave maximum likelihood estimator.

For examples, see mlelcd.

lcd.sample is deprecated, but retained for compatibility with previous versions of this package.

Value

A numeric matrix with nsample rows, each row corresponding to a point in R^d drawn from the distribution with density defined by lcd.

Note

Details of the rejection sampling scheme can be found in Cule, Samworth and Stewart (2008)

Author(s)

Madeleine Cule mlc40@cam.ac.uk

Robert Gramacy

Richard Samworth

References

Cule, M. L., Samworth, R. J. and Stewart, M. I. (2007) Maximum likelihood estimation of a log-concave density Submitted, available from arXiv at http://arxiv.org/abs/0804.3989

See Also

mlelcd


[Package LogConcDEAD version 1.3-3 Index]