mcmc_example: Simple mcmc example

Description Usage Arguments

View source: R/package.R

Description

Simple mcmc example. In this model the target distribution is an n dimensional multivariate normal with zero correlations. The sampler will take a step from a uniform distribution with a width w[i] * 2.

Usage

1
mcmc_example(x0, w, nsteps, pars)

Arguments

x0

Initial point

w

Propopsal widths (uniform distribution)

nsteps

Number of steps

pars

Parameters (means and standard deviations)


richfitz/simplemcmc documentation built on May 27, 2019, 8:42 a.m.