Proposal.dist: Proposal distribution for a Metropolis Markov chain

Description Usage Arguments Value Author(s) See Also

View source: R/Proposal.R

Description

Function to calculate a proposal distribution for a Metropolis Markov chain. Provides the definitions of a multivariate normal jump distribution from a Markov chain sample.

Usage

1
Proposal.dist(postsamp,fact.sd,fract.burnin=0,fact.cor=1,plot=F)

Arguments

postsamp

postsamp

fact.sd

fact.sd

fract.burnin

fract.burnin

fact.cor

fact.cor

plot

if TRUE returns a plot

Value

Returns a list containing:

sd

standard deviation

cor

correlation

Author(s)

Peter Reichert <peter.reichert@eawag.ch>

See Also

Markovchain.Metropolis


baccione-eawag/EawagSchoolTools documentation built on Dec. 19, 2021, 6:38 a.m.