random.M: A random walk Metropolis sampler for generating the standard...

In XixuHu/SC19090: Statistical Computing Final Project, 2019 FALL, USTC

Description

A random walk Metropolis sampler for generating the standard Laplace distribution

Usage

random.M(sigma, x0, N)

Arguments

sigma	the standard deviation of the sample-generating normal distribution
x0	Initial values for the random walk
N	number of the generated samples

Value

alist of a Markov Chain sampled from standard Laplace distribution and the times of rejection

Examples

## Not run: 
N=2000
sigma = c(.05, .5, 2, 16)
x0=20
R1=random.M(sigma[1],x0,N)
R2=random.M(sigma[2],x0,N)
R3=random.M(sigma[3],x0,N)
R4=random.M(sigma[4],x0,N)

## End(Not run)

XixuHu/SC19090 documentation built on Jan. 2, 2020, 8:40 p.m.