cauchy.chain: The MC chain of Cauchy distribution

In JieHu18039/StatComp: Final report for 'Statistical Computing'

Description

Give a MC chain of Cauchy distribution with location parameter location and scale parameter scale.

Usage

cauchy.chain(n, sigma, x0, location, scale)

Arguments

n	the length of the chain.
sigma	The standard deviation of the proposed distribution.
x0	The initial value of the chain.
location, scale	location and scale parameters.

Details

If location or scale are not specified, they assume the default values of 0 and 1 respectively.

The Cauchy distribution with location l and scale s has density f(x)=1/(pi s(1+((x-l)/s)^2)) for all x.

Value

x return the chain. k Returns the number of rejections.

Examples

## Not run: 
n<-10000
cauchy<-cauchy.chain(n,sigma=1,x0=0,location=0,scale=1)
cauchy$k/n
hist(cauchy$x[1001:n],freq=FALSE,main="cauchy",breaks=60)
curve(dcauchy(x,0,1),add=TRUE)

## End(Not run)

JieHu18039/StatComp documentation built on May 18, 2019, 12:25 p.m.