| efficiencyGain {nimbleNoBounds} | R Documentation |
Efficiency gain estimates from vignette example
Description
The toy example in the vignette provides a simple Monte Carlo experiment that tests the gain in sampling efficiency when switching to sampling on unbounded scales (i.e. the real line). Since that Monte Carlo experiment takes 10 minutes to run, 'efficiencyGain' is provided as an example set of output data - providing an alternative to re-running the Monte Carlo code.
Format
A data frame with 111 rows (number of Monte Carlo replicates) and 8 variables
- beta
Efficiency gain when sampling a beta distribution on the real line.
- chisq
Efficiency gain when sampling a chi-squared distribution on the real line.
- exp
Efficiency gain when sampling a exponential distribution on the real line.
- gamma
Efficiency gain when sampling a gamma distribution on the real line.
- invgamma
Efficiency gain when sampling a inverse-gamma distribution on the real line.
- lnorm
Efficiency gain when sampling a log-normal distribution on the real line.
- unif
Efficiency gain when sampling a uniform distribution on the real line.
- weib
Efficiency gain when sampling a Weibull distribution on the real line.
Author(s)
David Pleydell
Source
See 'vignette("nimbleNoBounds")'