Displaying 1 result from an estimated 1 matches for "oldlogalpha".
2007 Jun 01
0
Metropolis code help
...rsion!)
X<- cbind(1,DF$nsaid,DF$diuretic,DF$diuretic*DF$nsaid)
y<- DF$Var3
Metropolis <- function(logtarget, start, R = 1000, sd
= 1) {
parmcount <- length(start)
sims <- matrix(NA, nrow=R, ncol = parmcount)
colnames(sims) <- names(start)
sims[1,] <- start
oldlogalpha <- logtarget(start)
accepts <- 0
for (i in 2:R) {
jump <- rnorm(parmcount, mean=0, sd=sd)
y <- sims[i-1,] + jump
newlogalpha <- logtarget(y)
if (log(runif(1)) < newlogalpha - oldlogalpha) {
sims[i,] <- y
oldlogalpha <- newlogalpha
accepts <...