indepmetrop: Independence Metropolis independence chain of a posterior distribution
Description
Simulates iterates of an independence Metropolis chain with a normal proposal density for an arbitrary real-valued
posterior density defined by the user
Usage
indepmetrop(logpost,proposal,start,m,...)
Arguments
logpost
function defining the log posterior density
proposal
a list containing mu, an estimated mean and var, an estimated variance-covariance matrix, of the normal proposal density
start
vector containing the starting value of the parameter
m
the number of iterations of the chain
...
data that is used in the function logpost
Value
par
a matrix of simulated values where each row corresponds to a value of the vector parameter
# NOT RUN {data=c(6,2,3,10)
proposal=list(mu=array(c(2.3,-.1),c(2,1)),var=diag(c(1,1)))
start=array(c(0,0),c(1,2))
m=1000fit=indepmetrop(logctablepost,proposal,start,m,data)
# }