Description Usage Arguments Value
View source: R/metropolis_hastings.R
This is an S3 object constructor helper function for class metropolis_hastings which inherit from markov_chain class
1 2 | metropolis_hastings(initial_params, log_target_density,
log_proposal_density, proposal_sampler)
|
initial_params, |
numeric for initial state of chain, list for multiple named parameters |
log_target_density, |
the log target density for the MH algorithm, i.e. the log density for the stationary distribution of the Markov Chain |
log_proposal_density, |
log density function for parameter proposals |
proposal_sampler, |
distribution function to sample new parameter proposals |
metropolis_hastings object
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