Description Usage Arguments Value Examples
Implement a random walk Metropolis sampler for generating the standard Laplace distribution using Rcpp
1 | rwMetropolisC(sigma, x0, N)
|
sigma |
parameter for produces a normal distribution random sample |
x0 |
Initial value |
N |
the number of samples |
a random sample of size n
1 2 3 4 5 6 | ## Not run:
sigma <- c(.05, .5, 2, 16)
x0 <- 25
rw1c <- rwMetropolisC(sigma[1], x0, N)
## End(Not run)
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