Reproduction of Hastings' experiment

Description

This function compares three scales of uniform proposals when the target is a standard normal distribution and the algorithm is a Metropolis-Hastings algorithm. This is an example from the original Hastings' (1970) paper.

Usage

1
hastings(nsim = 10^3)

Arguments

nsim

Number of Metropolis-Hastings steps

Value

The outcome of the function is a graph with nine panels compariing the three uniform proposals in terms of shape, fit and autocorrelation.

Author(s)

Christian P. Robert and George Casella

References

From Chapter 6 of EnteR Monte Carlo Statistical Methods

Examples

1
hastings(10^4)

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