qfun {hmclearn}

Multivariate Normal Density of Theta1 | Theta2

Description

Provided for Random Walk Metropolis algorithm

Usage

qfun(theta1, theta2, nu)

Arguments

theta1

Vector of current quantiles

theta2

Vector for mean parameter

nu

Either a single numeric value for the covariance matrix, or a vector for the diagonal

Value

Multivariate normal density vector log-transformed

References

Alan Genz, Frank Bretz, Tetsuhisa Miwa, Xuefei Mi, Friedrich Leisch, Fabian Scheipl and Torsten Hothorn (2019). mvtnorm: Multivariate Normal and t Distributions

Examples

qfun(0, 0, 1)
log(1/sqrt(2*pi))