BaM (version 0.93)

hit.run: hit.run

Description

Implementation of hit.run algorithm, p. 377.

Usage

hit.run(theta.mat,reps,I.mat)

Arguments

theta.mat

theta.mat

reps

reps

I.mat

I.mat

Examples

#code to implement graph on p. 378, see page 393.
		
num.sims <- 10000
Sig.mat <- matrix(c(1.0,0.95,0.95,1.0),2,2)
walks<-rbind(c(-3,-3),matrix(NA,nrow=(num.sims-1),ncol=2))
walks <- hit.run(walks,num.sims,Sig.mat)
z.grid <- outer(seq(-3,3,length=100),seq(-3,3,length=100),
FUN=dmultinorm,c(0,0),Sig.mat)
contour(seq(-3,3,length=100),seq(-3,3,length=100),z.grid,
levels=c(0.05,0.1,0.2))
points(walks[5001:num.sims,],pch=".")