hit.run | R Documentation |
Implementation of hit.run algorithm, p. 361.
hit.run(theta.mat,reps,I.mat)
theta.mat |
theta.mat |
reps |
reps |
I.mat |
I.mat |
Jeff Gill
## Not run: #code to implement graph on p. 362, see page 376. num.sims <- 10000 Sig.mat <- matrix(c(1.0,0.95,0.95,1.0),2,2) walks<-rbind(c(-3,-3),matrix(NA,nrow=(num.sims-1),ncol=2)) walks <- hit.run(walks,num.sims,Sig.mat) z.grid <- outer(seq(-3,3,length=100),seq(-3,3,length=100), FUN=dmultinorm,c(0,0),Sig.mat) contour(seq(-3,3,length=100),seq(-3,3,length=100),z.grid, levels=c(0.05,0.1,0.2)) points(walks[5001:num.sims,],pch=".")
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