qfun function

Multivariate Normal Density of Theta1 | Theta2

Provided for Random Walk Metropolis algorithm

qfun(theta1, theta2, nu)

Arguments

• theta1: Vector of current quantiles
• theta2: Vector for mean parameter
• nu: Either a single numeric value for the covariance matrix, or a vector for the diagonal

Returns

Multivariate normal density vector log-transformed

Examples

qfun(0, 0, 1)
log(1/sqrt(2*pi))

References

Alan Genz, Frank Bretz, Tetsuhisa Miwa, Xuefei Mi, Friedrich Leisch, Fabian Scheipl and Torsten Hothorn (2019). mvtnorm: Multivariate Normal and t Distributions