testDensityMultiNormal

General-purpose MCMC and SMC samplers, as well as plot and
diagnostic functions for Bayesian statistics, with a particular focus on
calibrating complex system models. Implemented samplers include various
Metropolis MCMC variants (including adaptive and/or delayed rejection MH), the
T-walk, two differential evolution MCMCs, two DREAM MCMCs, and a sequential
Monte Carlo (SMC) particle filter.

Florian Hartig

BayesianTools

General-Purpose MCMC and SMC Samplers and Tools for Bayesian
Statistics

Francesco Minunno

Stefan  Paul

David Cameron

Tankred Ott

Maximilian Pichler

testDensityMultiNormal function

<dl><dt>x</dt>
<dd>a parameter vector of arbitrary length</dd>
<dt>sigma</dt>
<dd>either a correlation matrix, or "strongcorrelation", or "no correlation"</dd></dl>

Arguments

3d Mutivariate Normal likelihood — testDensityMultiNormal

<dl>

<dt>x</dt>
<dd>a parameter vector of arbitrary length</dd>


<dt>sigma</dt>
<dd>either a correlation matrix, or "strongcorrelation", or "no correlation"</dd>

</dl>

3d Mutivariate Normal likelihood

testDensityMultiNormal: 3d Mutivariate Normal likelihood

Description

Usage

Arguments