rejectsampling {LearnBayes}

Rejecting sampling using a t proposal density

Description

Implements a rejection sampling algorithm for a probability density using a multivariate t proposal density

Usage

rejectsampling(logf,tpar,dmax,n,data)

Arguments

logf

function that defines the logarithm of the density of interest

tpar

list of parameters of t proposal density including the mean m, scale matrix var, and degrees of freedom df

dmax

logarithm of the rejection sampling constant

n

number of simulated draws from proposal density

data

data and or parameters used in the function logf

Value

matrix of simulated draws from density of interest

Author(s)

Jim Albert

Examples

data(cancermortality)
start=c(-7,6)
fit=laplace(betabinexch,start,cancermortality)
tpar=list(m=fit$mode,var=2*fit$var,df=4)
theta=rejectsampling(betabinexch,tpar,-569.2813,1000,cancermortality)