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

In yfyang86/hamimc: Hybrid Monte Carlo

Description

H-H sampling for 50-variate Normal distribution.

Usage

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

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

yfyang86/hamimc documentation built on May 4, 2019, 2:32 p.m.