Description Usage Arguments Value Warning Author(s) References See Also Examples
This function implements a Langevin version of the Metropolis-Hastings algorithm on
the posterior of a probit model, applied to the Pima.tr
dataset.
1 |
Niter |
Number of MCMC iterations |
scale |
Scale of the Gaussian noise in the MCMC proposal |
The function produces an image
plot of the log-posterior, along with the
simulated values of the parameters represented as dots.
This function is fragile since, as described in the book,
too large a value of scale
may induce divergent behaviour and crashes
with error messages
1 2 |
Christian P. Robert and George Casella
Chapter 6 of EnteR Monte Carlo Statistical Methods
Pima.tr,pimax
1 | ## Not run: pimamh(10^4,scale=.01)
|
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