Description Usage Arguments Examples
Plots a change series against iterations. Useful to see if there is clustering of volatility in returns, like occurs in financial markets
1 | plot_change(chain)
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chain |
Vector of n length, where n is the number of trials or sampler iterations |
1 2 3 4 | target <- distr::Norm()
pd_func <- make_distr_pdf(target)
chain1 <- sampler_mcmc(pd_func, 0, sigma_prop = 1)
plot_change(chain1[[1]])
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