Construct target distribution from a formula specifying log density.

Construct target distribution from a formula specifying log density.

Usage

target_distribution_from_log_density_formula(log_density_formula)

Arguments

log_density_formula

Formula for which right-hand side specifies expression for logarithm of (unnormalized) density of target distribution.

Value

A list with entries

• log_density: A function to evaluate log density function for target distribution given current position vector.

• value_and_gradient_log_density: A function to evaluate value and gradient of log density function for target distribution given current position vector, returning as a list with entries value and gradient.

Examples

target_distribution <- target_distribution_from_log_density_formula(
  ~ (-(x^2 + y^2) / 8 - (x^2 - y)^2 - (x - 1)^2 / 10)
)
target_distribution$value_and_gradient_log_density(c(0.1, -0.3))
#> $value
#> [1] -0.1896
#> 
#> $gradient
#>     x     y 
#> 0.031 0.695 
#>