A distribution object for Radford Neal's funnel distribution
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
.
Neal, Radford M. (2003), “Slice Sampling,” The Annals of Statistics 31(3):705-767.
make.dist
,
compare.samplers