Description Usage Arguments Value References Examples
View source: R/mcmc_functions.R
Provided for Random Walk Metropolis algorithm
1 | qprop(theta1, nu)
|
theta1 |
Vector of current quantiles |
nu |
Either a single numeric value for the covariance matrix, or a vector for the diagonal |
Returns a single numeric simulated value from a Normal distribution or vector of length theta1
.
length(mu)
matrix with one sample in each row.
B. D. Ripley (1987) Stochastic Simulation. Wiley. Page 98
Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S. Fourth edition. Springer.
1 2 3 |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.