metropolis: Metropolis algorithm to simulate realisations from a standard...
In mas3321: Bayes normal linear model and basic MCMC
Description
Usage
Arguments
Examples
Description
Metropolis algorithm to simulate realisations from a
standard normal distribution using a U(-a,a) random walk
proposal
Usage
1
metropolis(N, initial, a, show = TRUE)
Arguments
N
length of MCMC chain
initial
starting value for the algorithm
a
size of uniform innovations
show
logical. If true then acceptance rate for the
proposals will be given
Examples
1
mcmcAnalysis(metropolis(100,0,1),rows=1)
mas3321 documentation built on May 2, 2019, 4:42 p.m.
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Description Usage Arguments Examples
Description
Metropolis algorithm to simulate realisations from a standard normal distribution using a U(-a,a) random walk proposal
Usage
1 | metropolis(N, initial, a, show = TRUE)
|
Arguments
N |
length of MCMC chain |
initial |
starting value for the algorithm |
a |
size of uniform innovations |
show |
logical. If true then acceptance rate for the proposals will be given |
Examples
1 | mcmcAnalysis(metropolis(100,0,1),rows=1)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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