An importance-sampling proposal

An is_proposal packages a sampler with its corresponding log-density. Pass one to fit_kld_em() (or fit_proxymix() with regime = "kld") to plug an alternative proposal into the regime-(iii) loop.

Usage

is_proposal(
  n_dim = integer(0),
  sample = NULL,
  log_density = NULL,
  name = "is_proposal",
  metadata = list()
)

Arguments

n_dim

Integer scalar — the ambient dimension p (the property is called n_dim rather than dim because S7 reserves dim as an attribute name).

sample

Function: function(n) returning an n by p numeric matrix of independent draws.

log_density

Function: function(x) taking a numeric matrix n by p and returning a length-n numeric vector of log q(x).

name

Human-readable name.

metadata

Optional list of additional descriptors.

Value

An S7 object of class is_proposal.

See also

Other classes: autoplot.gmm_fit, glance.gmm_fit, gmm(), gmm_counterfactual_law(), gmm_dim(), gmm_fit(), gmm_n_components(), gmm_target(), gmm_weights(), tidy.gmm

Examples

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