search for: quantmat

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2001 Aug 30
1
MCMC coding problem
...ations # # phi is the standard deviation of the proposal distribution. # y is the data matrix, ystar is the proposal state phi <- (2.38^2)/d * diag(phi2,d) y <- matrix(0,ncol=d,nrow=ntimes) ystar <- matrix(0,ncol=d,nrow=1) len <- ntimes/1000 - 1 meanmat <- matrix(0,nrow=len,ncol=d) quantmat <- array(0, dim = c(3,d,len)) count <- 0 # print("Comment out the browser before running with ntimes large!!") browser() for (i in 1:(ntimes-1)) { ystar <- rmvnorm(n=1,mu=y[i,],sigma=phi) numer <- (w*dmvnorm(ystar,mu=rep(0,d),sigma=diag(0,d)) + (1-w)*dmvnorm(ystar,mu=rep(...