nextLOCsample {qle} | R Documentation |
Generate a random sample of points as a set of candidate points for evaluation
nextLOCsample(S, x, n, lb, ub, pmin = 0.05, invert = FALSE)
S |
variance matrix of sample points (usually chosen as the information matrix) |
x |
an approximate root as the mean value if the multivariate normal distribution |
n |
number of points to randomly sample |
lb |
vector of lower bounds of the (hyper)box |
ub |
vector of upper bounds of the (hyper)box |
pmin |
minimum required ratio of points falling inside the hyperbox of parameters |
invert |
optional, |
The function generates a random sample of points with mean and variance given by 'x
'
and 'S
', respectively, according to a (truncated) multivariate normal distribution (using
rejection sampling) to match the parameter space given by the lower and upper bound vectors.
Matrix of sampled locations.
M. Baaske
X <- nextLOCsample(matrix(c(1,0,0,1),nr=2), c(0,0), 10, c(-0.5,-0.5), c(0.5,0.5))