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SamplerCompare (version 1.3.4)

funnel.dist: Funnel distribution object

Description

A distribution object for Radford Neal's funnel distribution

Arguments

Details

funnel.dist represents the funnel distribution described by Neal (2003, p. 732). It is a ten-dimensional distribution on the reals, with: $$v \sim N(0,3^2),\; x[k] \sim N(0,e^v) \;\mathrm{for}\; k=1,\ldots,9$$ The state space is \((v,x[1],x[2],...,x[9])\). The name comes from the funnel-shaped two dimensional marginal distributions \((v,x[k])\).

This object is intended as a demonstration to be passed to compare.samplers.

References

Neal, Radford M. (2003), “Slice Sampling,” The Annals of Statistics 31(3):705-767.

See Also

make.dist, compare.samplers