gibbs.R

In mathurshikhar/HPC: Benchmark comparisons for Gibbs sampling using Rcpp and R.

gibbs=function(N, thin)
{
    x = 0
    y = 0
        cat(paste("Iter","x","y","\n"))
    for (i in 1:N) {
        for (j in 1:thin) {
            x = rgamma(1,3,y*y+4)
            y = rnorm(1,1/(x+1),1/sqrt(2*x+2))
        }
        cat(paste(i,x,y,"\n"))
    }
}
 
gibbs(55000,900)