rwC: A random walk Metropolis sampler using Rcpp

In sunhfsc/SC19052: Functions for collective risk model and risk measures

Description

A random walk Metropolis sampler for generating the standard Laplace distribution

Usage

rwC(sigma, x0, N)

Arguments

sigma	The standard deviation in the normal distribution (double)
x0	The initial point (double)
N	The length of the chain (int)

Value

The random numbers and the number of rejections (list)

Examples

## Not run: 
N<-1000
sigma<-0.05
x0<-25
rwC(sigma,x0,N)

## End(Not run)

sunhfsc/SC19052 documentation built on Jan. 3, 2020, 9:19 p.m.