Build a target from samples alone

Wraps a numeric matrix of i.i.d. samples as a gmm_target. The resulting target carries no log_density, so it can only feed regimes "moment" (via empirical moments) and "sample" (classical EM).

Usage

gmm_target_from_samples(samples, name = "target_from_samples")

Arguments

samples

An n by p numeric matrix.

name

Optional human-readable name. Defaults to "target_from_samples".

Value

A gmm_target object.

See also

Other targets: banana_target(), donut_target(), epanechnikov_target(), maxent_target(), mixture_target()

Examples

x <- matrix(stats::rnorm(200), ncol = 2)
tgt <- gmm_target_from_samples(x)
tgt
#> <gmm_target>: "target_from_samples" in p = 2 dimensions
#>   log_density : <absent>
#>   samples     : 100 x 2 matrix
#>   normalised  : unknown