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se_sess
2007 Jun 01
0
Metropolis code help
...)*lF2)
}
# Use a uniform prior for p
logprior <- function(beta,y,X) 0
# The log posterior is the sum. It's the target of our MCMC run
logposterior <- function(beta,y,X) logprior(beta,y,X)+logitll(beta,y,X)
start <- c(0,0,0,0)
sims <- Metropolis(logposterior, start, 10000, sd=1)
se_sims <- apply(sims, 2, sd)
sims <- Metropolis(logposterior, start, 10000,sd=se_sims)
cbind(rbind(mean(sims[1001:10000,1]),mean(sims[1001:10000,2]),mean(sims[1001:10000,3]),mean(sims[1001:10000,4])),
rbind(sd(sims[1001:10000,1]),sd(sims[1001:10000,2]),sd(sims[1001:10000,3]),sd(sims[1001:10000,4])...