Nothing
#' metropolis
#'
#' Implementation of metropolis function, p. 359.
#'
#' @usage metropolis(theta.matrix,reps,I.mat)
#'
#' @param theta.matrix theta.matrix
#' @param reps reps
#' @param I.mat I.mat
#'
#' @author Jeff Gill
#' @importFrom stats runif rchisq
#' @importFrom MASS mvrnorm
#' @export
metropolis <- function(theta.matrix,reps,I.mat) {
for (i in 2:reps) {
theta.star <- mvrnorm(1,theta.matrix[(i-1),],I.mat)/
(sqrt(rchisq(2,5)/5))
a <-dmultinorm(theta.star[1],theta.star[2],c(0,0),I.mat)/
dmultinorm(theta.matrix[(i-1),1],theta.matrix[(i-1),2],
c(0,0),I.mat)
if (a > runif(1)) theta.matrix[i,] <- theta.star
else theta.matrix[i,] <- theta.matrix[(i-1),]
}
theta.matrix
}
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.