metrop: Run a simple Metropolis sampler with standard normal target...
In smfsb: Stochastic Modelling for Systems Biology
metrop R Documentation
Run a simple Metropolis sampler with standard normal target and uniform innovations
Description
This function runs a simple Metropolis sampler with standard normal target distribution and uniform innovations.
Usage
metrop(n, alpha)
Arguments
n
The number of iterations of the Metropolis sampler.
alpha
The tuning parameter of the sampler. The innovations of the sampler are of the form U(-alpha,alpha).
Value
An R vector containing the output of the sampler.
See Also
normgibbs
Examples
normvec=metrop(1000,1)
op=par(mfrow=c(2,1))
plot(ts(normvec))
hist(normvec,20)
par(op)
smfsb documentation built on Jan. 13, 2024, 3:02 a.m.
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| metrop | R Documentation |
Run a simple Metropolis sampler with standard normal target and uniform innovations
Description
This function runs a simple Metropolis sampler with standard normal target distribution and uniform innovations.
Usage
metrop(n, alpha)
Arguments
n |
The number of iterations of the Metropolis sampler. |
alpha |
The tuning parameter of the sampler. The innovations of the sampler are of the form U(-alpha,alpha). |
Value
An R vector containing the output of the sampler.
See Also
normgibbs
Examples
normvec=metrop(1000,1)
op=par(mfrow=c(2,1))
plot(ts(normvec))
hist(normvec,20)
par(op)
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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