hastings {mcsm} | R Documentation |
This function compares three scales of uniform proposals when the target is a standard normal distribution and the algorithm is a Metropolis-Hastings algorithm. This is an example from the original Hastings' (1970) paper.
hastings(nsim = 10^3)
nsim |
Number of Metropolis-Hastings steps |
The outcome of the function is a graph with nine panels compariing the three uniform proposals in terms of shape, fit and autocorrelation.
Christian P. Robert and George Casella
From Chapter 6 of EnteR Monte Carlo Statistical Methods
hastings(10^4)