Displaying 1 result from an estimated 1 matches for "met_gaussian".
2008 Mar 26
0
Naive Gibbs Sampling with Metropolis Steps (pkg: gibbs.met)
...ay for a user-defined target distribution,
which involves only continuous variables. The function "gibbs_met"
performs Gibbs sampling with each 1-dimensional distribution sampled
with Metropolis update using Gaussian proposal distribution centered
at the previous state. The function "met_gaussian" updates the whole
state with Metropolis method using independent Gaussian proposal
distribution centered at the previous state. The sampling is carried
out without considering any special tricks for improving efficiency.
This package is aimed at only routine applications in
moderate-dimension...