R/random_walk.R

In bayesball/TeachBayes: Teaching Bayesian Inference

random_walk <- function(pd, start, num_steps){
  y <- rep(0, num_steps)
  current <- start
  for (j in 1:num_steps){
    candidate <- current + sample(c(-1, 1), 1)
    prob <- pd(candidate) / pd(current)
    if (runif(1) < prob) current <- candidate
    y[j] <- current
  }
  return(y)
}