Directly sample from a model — monty_model_direct

Directly sample from a model. Not all models support this, and an error will be thrown if it is not possible.

Usage

monty_model_direct_sample(model, rng, named = FALSE)

Arguments

model: A monty_model object
rng: Random number state, created by monty_rng. Use of an RNG with more than one stream may or may not work as expected; this is something we need to tidy up (mrc-5292)
named: Logical, indicating if the output should be named using the parameter names.

Value

A vector or matrix of sampled parameters

Examples

m <- monty_example("banana")

r <- monty_rng$new()
monty_model_direct_sample(m, r)
#> [1]  0.01091672 -0.51496028
monty_model_direct_sample(m, r, named = TRUE)
#>      alpha       beta 
#>  0.4310525 -0.2160027 

r <- monty_rng$new(n_streams = 3)
monty_model_direct_sample(m, r)
#>            [,1]     [,2]      [,3]
#> [1,]  0.2147504 1.207777 -1.095091
#> [2,] -0.5453002 1.268223  0.113292
monty_model_direct_sample(m, r, named = TRUE)
#>             [,1]       [,2]       [,3]
#> alpha -0.5961543 -0.4538435 -0.1738595
#> beta   0.3813224  0.5014159 -0.7288189