LogConcDEAD (version 1.3-2)

rlcd: Sample from a log-concave maximum likelihood estimate

Description

Draws independent samples a log-concave maximum likelihood estimate. The estimate should be specified in the form of an object of class "LogConcDEAD", the result of a call to mlelcd.

Usage

rlcd(n, lcd)
lcd.sample(lcd, nsample=1)

Arguments

n, nsample

A scalar integer indicating the number of samples required

lcd

Object of class "LogConcDEAD" (typically output from mlelcd)

Value

• A numeric matrix with nsample rows, each row corresponding to a point in $R^d$ drawn from the distribution with density defined by lcd.

Details

This function uses a simple rejection sampling scheme to draw independent random samples from a log-concave maximum likelihood estimator.

For examples, see mlelcd. lcd.sample is deprecated, but retained for compatibility with previous versions of this package.

References

Cule, M. L., Samworth, R. J. and Stewart, M. I. (2007) Maximum likelihood estimation of a log-concave density Submitted, available from arXiv at http://arxiv.org/abs/0804.3989

See Also

mlelcd