metrop {smfsb} | 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.
normvec=metrop(1000,1) op=par(mfrow=c(2,1)) plot(ts(normvec)) hist(normvec,20) par(op)