metrop | R Documentation |
This function runs a simple Metropolis sampler with standard normal target distribution and uniform innovations.
metrop(n, alpha)
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). |
An R vector containing the output of the sampler.
normgibbs
normvec=metrop(1000,1)
op=par(mfrow=c(2,1))
plot(ts(normvec))
hist(normvec,20)
par(op)
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