expo.metrop {BaM}R Documentation

expo.metrop

Description

Simple Metropolis algorithm demonstration using a bivariate exponential target from Chapter 1 (pages 33-37).

Usage

expo.metrop(m,x,y,L1,L2,L,B)

Arguments

m number of iterations
x starting point for the x vector
y starting point for the y vector
L1 event intensity for the x dimension
L2 event intensity fot the y dimension
L shared event intensity
B upper bound

[Package BaM version 0.96 Index]