metrop {smfsb} | 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
Examples
normvec=metrop(1000,1)
op=par(mfrow=c(2,1))
plot(ts(normvec))
hist(normvec,20)
par(op)
[Package smfsb version 1.5 Index]