[R] rtmvt

[Tóth Dénes]

Hi there,

Since you failed to provide us with data and sessionInfo(), I can only
guess that for some reason you call the rtmvt.rejection function instead
of rtmvt.gibbs.
Just look at the code of rtvmt by typing:
rtmvt

There you can see that it is a wrapper for rtmvt.rejection or rtmvt.gibbs.
You can run them directly by typing:
tmvtnorm:::rtmvt.rejection(...)
tmvtnorm:::rtmvt.gibbs(...)

... shall be the arguments as pre-processed by rtmvt().


But first, you might upgrade your base R and the installed packages.


HTH,
  Denes




> I have been using the rtmvt function in the {tmvtnorm} package i'm getting
> the warning:
>
> "Acceptance rate is very low and rejection sampling becomes inefficient.
> Consider using Gibbs sampling."
>
> but i AM specifying the gibbs algorithm!!:
>
> rtmvt(M, mean=q[,,i,j], sigma=((u[i,j] + nu[i])/(p+nu[i]))*delta[,,i],
> 			df=ceiling(nu[i]+p), lower=c(0,0), algorithm="gibbs")
>
> Any ideas why I am getting this warning and how I can fix it?
>
> --
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