Create a distribution object for a set of uncorrelated Gamma distributions
make.mv.gamma.dist(shape, scale=rep(1, length(shape)))
A scdist
object. For convenience, the shape
and scale
elements are filled in with the parameters passed to
make.mv.gamma.dist
.
A vector of shape parameters.
A vector of scale parameters. Must have the same
length as shape
Defines a distribution object for a multivariate distribution
where each marginal density is Gamma and uncorrelated with the
other coordinates. The log density is therefore equivalent to
sum(dgamma(x, shape, scale=scale, log=TRUE))
.
This is included as a test case for comparing how MCMC methods perform on asymmetric distributions.
make.gaussian
,
compare.samplers