rwMC: A random walk Metropolis sampler using Rcpp

In SC19057/package: A final work for 'Statistical Computing' course

Description

A random walk Metropolis sampler for generating the standard Laplace distribution using Rcpp

Usage

rwMC(sigma, x0, N)

Arguments

sigma	the stand deviation of proposal distribution to the random walk Metropolis chains
x0	the initial point
N	the number of produced values in chain

Value

a random sample of the standard Laplace distribution

Examples

## Not run: 
out <- rwMC(2.0,20.0,2000)
plot(out[,1], type="l", main='rwMC(sigma=2)', ylab="x",xlab = "")

## End(Not run)

SC19057/package documentation built on Jan. 3, 2020, 12:10 a.m.