| bayes_mh_censored | R Documentation |
Bayesian Inference via Metropolis-Hastings MCMC Algorithm
bayes_mh_censored(
log_posterior,
init_par,
n_sim = 5000,
burn_in = 1000,
proposal_sd = 0.1
)
log_posterior |
Function evaluating log-posterior density. |
init_par |
Initial parameter values. |
n_sim |
Total MCMC sample size. |
burn_in |
Discarded burn-in samples. |
proposal_sd |
Proposal standard deviation vector. |
S3 object of class bayes_fit.
log_post <- function(th) {
if (th[1] <= 0) return(-Inf)
dexp(th[1], rate = 1, log = TRUE) +
sum(dexp(c(0.5, 1.2, 0.8), rate = th[1], log = TRUE))
}
bayes_mh_censored(
log_post, init_par = c(1.0),
n_sim = 1000, burn_in = 200
)
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