rwMC: Random walk Metropolis sampler using Rcpp.

In SC19087/SC19087: Example functions for 'Statistical Computing' course

Description

Implement a random walk Metropolis sampler for generating the standard Laplace distribution

Usage

rwMC(x0, sigma, N)

Arguments

x0	initial point
sigma	normal distribution variance
n	sample size

Value

x a random sample of size n

k the number of iterations

Examples

## Not run: 
x0<-25
sigma<-0.05
n<-2000
rwMC(x0,sigma,n)

## End(Not run)

SC19087/SC19087 documentation built on Jan. 3, 2020, 1:08 p.m.