RRmcmc: RRmcmc

Description

RRmcmc draws a random sample from the modulus of any given function (provided the integral is finite)

Usage

RRmcmc(phi, mcmc_n, sigma, normed, maxdensity, rand.loc, gibbs)

Arguments

phi

an arbitrary integrable function

mcmc_n

positve integer. Every mcmc_nth element of the MCMC chain is returned.

sigma

positive real number. The MCMC update is done by adding a normal variable with standard deviation sigma.

normed

logical. Only used if the value of the density is calculated. If FALSE the unnormed value given by phi is returned.

Default: FALSE

maxdensity

positive real number. the given density is truncated at the maxdensity.

Default: 1000

rand.loc

logical. Internal. Do not change the value. Default: FALSE

gibbs

logical. If TRUE only one component is updated at a time. Default: FALSE

Details

RRmcmc returns an object of class RMmodel.

Examples

Run this code

RFoptions(seed=0) ## *ANY* simulation will have the random seed 0; set
##                   RFoptions(seed=NA) to make them all random again
## here a model with random scale parameter

## not exponential, but the Laplace dstribution as symmetry is assumed
z <- RFrdistr(RRmcmc(RMexp(), sigma=1), n=10000)
hist(z, 100, freq=FALSE)
curve(0.5 * exp(-abs(x)), add=TRUE, col="blue") ## Laplace distribution

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