metrop: Run a simple Metropolis sampler with standard normal target...

In smfsb: Stochastic Modelling for Systems Biology

Description

This function runs a simple Metropolis sampler with standard normal target distribution and uniform innovations.

Usage

metrop(n, alpha) 

Arguments

n	The number of iterations of the Metropolis sampler.
alpha	The tuning parameter of the sampler. The innovations of the sampler are of the form U(-alpha,alpha).

Value

An R vector containing the output of the sampler.

See Also

normgibbs

Examples

normvec=metrop(1000,1)
op=par(mfrow=c(2,1))
plot(ts(normvec))
hist(normvec,20)
par(op)

smfsb documentation built on May 2, 2019, 5:13 a.m.