rwme: Random Walk using Rcpp
In wangq326/SC19074: Reduced rank regression via stability approach

Description Usage Arguments Value Examples

View source: R/RcppExports.R

A Random Walk sampler using Rcpp

1	rwme(sigma, xo, N)

`sigma`	the standard deviation of the normal random increment with a zero mean
`N`	the designated number of random numbers (including the initial point x0)
`x0`	the initial iteration point

the sample

## Not run: 
laplace<-function(x) return(1/2*exp(-abs(x)))
lapC <- rwme(2,25,2000);
plot(1:2000,lapC,type='l')
abline(h=c(-3*sqrt(2),3*sqrt(2)))

## End(Not run)