LogConcDEAD (version 1.1-2)

lcd.sample: Sample from the MLE of a log-concave density using rejection sampling

Description

Draws independent samples from the MLE of a log-concave density.

Usage

lcd.sample(out, nsample=1)

Arguments

out

Object of class LogConcDEAD (output from lcd.mle)

nsample

Number of samples required

Value

• A numeric matrix with nsample rows, each row corresponding to a point in $R^d$.

Details

A simple rejection sampling scheme is used to draw from the MLE. For discussion of the structure of the MLE, see lcd.mle.

1. A simplex is selected 2. Rejection sampling is used to sample from the MLE restricted to that simplex

See Also

lcd.mle

Examples

#simple normal data

set.seed(101)
x <- matrix(rnorm(200),ncol=2)
out <- lcd.mle(x)
lcd.sample(out,nsample=10)