BaM (version 0.93)

expo.metrop: 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