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SamplerCompare (version 1.3.4)

make.mv.gamma.dist: Create a distribution object for a set of uncorrelated Gamma distributions

Description

Create a distribution object for a set of uncorrelated Gamma distributions

Usage

make.mv.gamma.dist(shape, scale=rep(1, length(shape)))

Value

A scdist object. For convenience, the shape and scale

elements are filled in with the parameters passed to

make.mv.gamma.dist.

Arguments

shape

A vector of shape parameters.

scale

A vector of scale parameters. Must have the same length as shape

Details

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.

See Also

make.gaussian, compare.samplers