hmmeantemp {bayess} R Documentation

## Metropolis-Hastings with tempering steps for the mean mixture posterior model

### Description

This function provides another toy illustration of the capabilities of a tempered random walk Metropolis-Hastings algorithm applied to the posterior distribution associated with a two-component normal mixture with only its means unknown (Chapter 7). It shows how a decrease in the temperature leads to a proper exploration of the target density surface, despite the existence of two well-separated modes.

### Usage

hmmeantemp(dat, niter, var = 1, alpha = 1)


### Arguments

 dat niter number of iterations var variance of the random walk alpha temperature, expressed as power of the likelihood

### Details

When \alpha=1 the function operates (and can be used) as a regular Metropolis-Hastings algorithm.

### Value

sample of \mu_i's as a matrix of size niter x 2

### Examples

dat=plotmix(plot=FALSE)\$sample
simu=hmmeantemp(dat,1000)
plot(simu,pch=19,cex=.5,col="sienna",xlab=expression(mu[1]),ylab=expression(mu[2]))


[Package bayess version 1.4 Index]