metropolis.run: Run one metropolis chain

Description Usage Arguments Value

View source: R/metropolis.R

Description

Run one metropolis chain

Usage

1
metropolis.run(log_prob, x0, iter, draw.prop)

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

draw.prop

a function that takes input x and draws a proposal x_prop

Value

a list


jtimonen/mc2 documentation built on Jan. 20, 2020, 10:37 a.m.