Multivariate-t proposal

Builds an is_proposal using a multivariate-Student-t density and sampler with df degrees of freedom, location mean, and scale matrix sigma. Heavier tails than is_mvn(), so often a safer importance proposal at moderate dimensions.

Usage

is_mvt(n_dim, mean = rep(0, n_dim), sigma = diag(n_dim), df = 5)

Arguments

n_dim

Ambient dimension p.

mean

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

sigma

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

df

Degrees of freedom (df > 2 recommended for finite variance).

Value

An is_proposal object.

See also

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

Examples

q <- is_mvt(n_dim = 2L, df = 5)
q
#> <is_proposal>: "is_mvt" in p = 2 dimensions