expo.metrop {BaM}

expo.metrop

Description

Simple Metropolis algorithm demonstration using a bivariate exponential target from Chapter 1 (pages 27-30).

Usage

expo.metrop(m,x,y,L1,L2,L,B)

Arguments

m

number of iterations

x

starting point for the x vector

y

starting point for the y vector

L1

event intensity for the x dimension

L2

event intensity for the y dimension

L

shared event intensity

B

upper bound

Author(s)

Jeff Gill

Examples

expo.metrop(m=5000, x=0.5, y=0.5, L1=0.5, L2=0.1, L=0.01, B=8)