Hi all,
I'm trying to write a MH algorithm in R for a standard normal distribution,
I've been trying for a good week or so now with multiple attempts and have
finally given up trying to do it on my own as I'm beginning to run out of
time for this, would somebody please tell me what is wrong with my latest
attempt:
n=100
mu=0
sigma=1
lik<-function(theta) exp(((theta-mu)^2)/2*sigma)
alpha<-function(theta,phi) min(lik(phi)/lik(theta),1)
theta1<-matrix(0,n,2)
theta1[1,]<-mu
for(i in 2:n){
theta<-theta1[i-1,]
phi<-theta+runif(-0.5,0.5)
k<-rbinom(1,1,alpha(theta,phi))
k1<-k1+k
theta1[i,]<-theta+k*(phi-theta)
}
plot(theta1)
Thanks alot :)
-Mike
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