MH.Normal: H-H sampling for 50-variate Normal distribution.

Description Usage Arguments Author(s) Examples

View source: R/MH.framework.R

Description

H-H sampling for 50-variate Normal distribution.

Usage

1
MH.Normal(ITER = 10000, p = 50, x.init = rep(0, 50), Sigma = matrix(rep(0.998, p^2), ncol = p) * outer(1:p, 1:p, "*") + 0.002 * diag((1:p)^2), chains = 4, buinin = 5000)

Arguments

ITER

Number of iterations

p

Number of dimensions

x.init

Initial value. Length=p.

Sigma

Var-Cov Matrix

chains

Number of chains

buinin

Buin-in steps. NO USE RIGHT now

Author(s)

Yifan Yang

Examples

1
	MH.Normal<-function(ITER=100);

yfyang86/hamimc documentation built on Aug. 10, 2017, 8:42 a.m.