hastings: Reproduction of Hastings' experiment
In mcsm: Functions for Monte Carlo Methods with R
Description
Usage
Arguments
Value
Author(s)
References
Examples
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)
Example output
Loading required package: MASS
Loading required package: coda
mcsm documentation built on May 2, 2019, 10:16 a.m.
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Description Usage Arguments Value Author(s) References Examples
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)
|
Example output
Loading required package: MASS
Loading required package: coda
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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