metropolis: Metropolis sampling
In jtimonen/mc2: Markov Chain Monte Carlo Samplers
Description
Usage
Arguments
Value
Description
Metropolis sampling
Usage
1
metropolis(log_prob, x0 = c(0, 0), iter = 100, sigma_prop = 1)
Arguments
log_prob
a function that takes input x and returns
a value that is proportional to the log probability density at x
x0
initial value
iter
number of iterations
sigma_prop
std of Gaussian proposal distribution
Value
a list
jtimonen/mc2 documentation built on Jan. 20, 2020, 10:37 a.m.
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Description Usage Arguments Value
Description
Metropolis sampling
Usage
1 | metropolis(log_prob, x0 = c(0, 0), iter = 100, sigma_prop = 1)
|
Arguments
log_prob |
a function that takes input |
x0 |
initial value |
iter |
number of iterations |
sigma_prop |
std of Gaussian proposal distribution |
Value
a list
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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