bnorm.mh: Metropolis Hasting: Bivariate Normal

View source: R/bnorm.mh.R

bnorm.mhR Documentation

Metropolis Hasting: Bivariate Normal

Description

Metropolis Hasting: Bivariate Normal

Usage

bnorm.mh(x0 = c(-5, 5), rho = 0.8, n = 500, FUN)

Arguments

x0

initial states

rho

correlation coefficient

n

number of generated points MC

FUN

dbnorm

Examples

dbnorm = function(x, d) exp(-t(x) %*% d %*% x/2)
bnorm.mh(x0=c(-5,5), rho = 0.8, n = 500, FUN = dbnorm)

ferielachaibou/stat617course documentation built on May 9, 2022, 12:05 a.m.