Laplace.Metropolis: Implement a random walk Metropolis sampler for generating the...
In nhhyqmsir/SC19040: SC19040
Description
Usage
Arguments
Value
Examples
Description
Implement a random walk Metropolis sampler for generating the standard Laplace distribution,For the increment, simulate from a normal distribution.
Usage
1
Arguments
sigma
the shape paramaters of Laplace distribution
N
the length of the series you wanted
Value
a series satisfy Laplace distribution
Examples
1
2
3
4
5
6
## Not run:
N<-1e4
sigma<-4
laplace1<-Laplace.Metropolis(sigma,N)
## End(Not run)
nhhyqmsir/SC19040 documentation built on Jan. 3, 2020, 12:15 a.m.
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Description Usage Arguments Value Examples
Description
Implement a random walk Metropolis sampler for generating the standard Laplace distribution,For the increment, simulate from a normal distribution.
Usage
1 |
Arguments
sigma |
the shape paramaters of Laplace distribution |
N |
the length of the series you wanted |
Value
a series satisfy Laplace distribution
Examples
1 2 3 4 5 6 | ## Not run:
N<-1e4
sigma<-4
laplace1<-Laplace.Metropolis(sigma,N)
## End(Not run)
|
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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