Multivariate-normal proposal

Builds an is_proposal using a multivariate-normal N(mean, cov) density and sampler.

Usage

is_mvn(n_dim, mean = rep(0, n_dim), cov = diag(n_dim))

Arguments

n_dim

Ambient dimension p.

mean

Length-p numeric mean vector. Defaults to the zero vector.

cov

A p-by-p symmetric positive-definite covariance matrix. Defaults to the identity.

Value

An is_proposal object.

See also

Other proposals: is_mvt(), is_uniform(), proposal_uniform()

Examples

q <- is_mvn(n_dim = 2L, mean = c(0, 0), cov = 4 * diag(2))
q
#> <is_proposal>: "is_mvn" in p = 2 dimensions