sample_langevin {rmcmc}R Documentation

Sample new state from Langevin proposal.

Description

Sample new state from Langevin proposal.

Usage

sample_langevin(
  state,
  target_distribution,
  scale_and_shape,
  sample_auxiliary = stats::rnorm
)

Arguments

sample_auxiliary

Function which generates a random vector from auxiliary variable distribution.

Value

Proposal object. A list with entries


[Package rmcmc version 0.1.1 Index]