Wednesday, October 5, 2016

Metropolis Hastings -MCMC in R



MCMC is achieved by;

1)Starting at a random parameter value (old)
2)Choose a new parameter value which is close to the old value (current) based on some probability density and that is called future function (new)
3)hop to this new point with a probability  p(new)/p(old), where p is the target function, p>1.


https://github.com/florianhartig/LearningBayes/blob/master/CommentedCode/02-Samplers/MCMC/Convergence.md




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