rlcd {LogConcDEAD} | R Documentation |
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
.
rlcd(n, lcd) lcd.sample(lcd, nsample=1)
n, nsample |
A scalar integer indicating the number of samples required |
lcd |
Object of class "LogConcDEAD" (typically output from
mlelcd ) |
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.
A numeric matrix
with nsample
rows, each row corresponding to a point
in R^d drawn from the distribution with density defined by lcd
.
Details of the rejection sampling scheme can be found in Cule, Samworth and Stewart (2008)
Madeleine Cule mlc40@cam.ac.uk
Robert Gramacy
Richard Samworth
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