degrees of freedom of the mixture of t distributions proposal
post
log-posterior density
vectorized
Logical determining, whether post is vectorized
cores
number of cores you want to use to evaluate the target density
(uses the mclapply function from the parallel package). For
Windows machines, a value > 1 will have no effect, see mclapply
help for details.
...
additional arguments passed to post.
Value
A list with entries: samp: Matrix containing sampled values w: Vector of weights for values in samp normconst: normalization constant estimated based on importance
sampling ESS: Effective sample size (for IS) accept: Acceptance rate (for IMH)
Author(s)
Bjoern Bornkamp
Examples
## see function iterLap for an example on how to use IS and IMH