metropolis: Metropolis algorithm to simulate realisations from a standard...
In nclbayes: Functions, Demos and Examples of Bayesian Analysis 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
a logical. If TRUE then acceptance rate for the proposals will be given.
Examples
1
mcmcAnalysis(metropolis(100,0,1),rows=1)
nclbayes documentation built on May 2, 2019, 5:53 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 |
a 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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