check.dist.gradient

Evaluates the gradient function of a distribution
 object and compares it to a numeric gradient computed from the log
 density function.

A framework for running sets of MCMC samplers on sets of distributions with a variety of tuning parameters, along with plotting functions to visualize the results of those simulations.

Madeleine Thompson

SamplerCompare

A Framework for Comparing the Performance of MCMC Samplers

check.dist.gradient function

<dl> <dt>ds</dt>
<dd>A distribution object with defined log density and
 gradient functions.</dd> <dt>x</dt>
<dd>A point inside the support of <code>ds</code>.</dd> <dt>h</dt>
<dd>An offset from <code>x</code> at which to evaluate the log
 density when computing numeric derivatives.</dd></dl>

Arguments

Test a gradient function — check.dist.gradient

<dl>

 <dt>ds</dt>
<dd>A distribution object with defined log density and
 gradient functions.</dd>

 <dt>x</dt>
<dd>A point inside the support of <code>ds</code>.</dd>

 <dt>h</dt>
<dd>An offset from <code>x</code> at which to evaluate the log
 density when computing numeric derivatives.</dd>

</dl>

check.dist.gradient: Test a gradient function

Description

Usage

Arguments

Details

See Also

Examples