tests/gwmcmc_test.R

In svdataman/tonic: Generate and test MCMC output using RW-MH or Goodman-Weare methods

# ------------------------------------------------
# a 3D un-normalised Normal density

my_posterior <- function(theta) {
  cov <- matrix(c(1,0.98,0.8,0.98,1.0,0.97,0.8,0.97,2.0), nrow = 3)
  logP <- mvtnorm::dmvnorm(theta, mean=c(-1,2,0), 
                         sigma = cov, log = TRUE)
  return(logP)
}

# ------------------------------------------------
# test

chain <- gw_sampler(my_posterior, theta.0=c(0,0,0), nsteps=10e4, burn.in = 1e4)
chain_diagnosis(chain)
contour_matrix(chain$theta, prob.levels=c(0.683, 0.9, 0.99), smooth1d=TRUE)