Description Usage Arguments Examples
Metropolis algorithm to simulate realisations from a standard normal distribution. using a U(-a,a) random walk proposal
1 | metropolis(N, initial, a, show = TRUE)
|
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. |
1 | mcmcAnalysis(metropolis(100,0,1),rows=1)
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