random_walk: Metropolis sampling of a discrete distribution

Description Usage Arguments Value Author(s) Examples

View source: R/random_walk.R

Description

Implements Metropolis sampling for an arbitrary discrete probability distribution

Usage

1
  random_walk(pd, start, num_steps)

Arguments

pd

function containing discrete probability function on the integers 1, 2, ...

start

starting value of algorithm

num_steps

number of iterations of algorithm

Value

A vector of simulated values

Author(s)

Jim Albert

Examples

1
2
3
4
5
6
7
# random walk through a binomial distribution
pd <- function(x){
  dbinom(x, size = 10, prob = 0.5)
}
start <- 4
num_steps <- 50
out <- random_walk(pd, start, num_steps)

ProbBayes documentation built on March 13, 2020, 1:31 a.m.