unuran.cmv-class {Runuran} | R Documentation |
Class "unuran.cmv" for Continuous Multivariate Distribution
Description
Class unuran.cmv
provides an interface to UNU.RAN objects
for continuous multivariate distributions.
The interface might be changed in future releases.
Do not use unnamed arguments!
[Advanced] – Continuous Multivariate Distribution Object.
Details
Create a new instance of a unuran.cmv
object using
new ("unuran.cmv", dim=1, pdf=NULL, ll=NULL, ur=NULL,
mode=NULL, center=NULL, name=NA)
.
- dim
number of dimensions of the distribution. (integer)
probability density function. (R function)
- ll,ur
lower left and upper right vertex of a rectangular domain of the
pdf
. The domain is only set if both vertices are notNULL
. Otherwise, the domain is unbounded by default. (numeric vectors)- mode
location of the mode. (numeric vector – optional)
- center
point in “typical” region of distribution, e.g. the approximate location of the mode. It is used by several methods to locate the main region of the distribution. If omitted the
mode
is implicitly used. If themode
is not given either, the origin is used. (numeric vector – optional)- name
name of distribution. (string)
The user is responsible that the given informations are consistent. It depends on the chosen method which information must be given / are used. It is important, that the mode is contained in the (closure of the) domain.
Author(s)
Josef Leydold and Wolfgang H\"ormann unuran@statmath.wu.ac.at.
References
J. Leydold and W. H\"ormann (2000-2007): UNU.RAN User Manual, see https://statmath.wu.ac.at/unuran/.
See Also
unuran.cmv.new
, unuran.new
,
unuran
.
Examples
## Create distribution with given PDF
mvpdf <- function (x) { exp(-sum(x^2)) }
mvdist <- new("unuran.cmv", dim=2, pdf=mvpdf)
## Restrict domain to rectangle [0,1]x[0,1] and set
## mode to (0,0)
mvpdf <- function (x) { exp(-sum(x^2)) }
mvdist <- new("unuran.cmv", dim=2, pdf=mvpdf, ll=c(0,0), ur=c(1,1), mode=c(0,0))