hastings                package:mcsm                R Documentation

_R_e_p_r_o_d_u_c_t_i_o_n _o_f _H_a_s_t_i_n_g_s' _e_x_p_e_r_i_m_e_n_t

_D_e_s_c_r_i_p_t_i_o_n:

     This function compares three scales of uniform proposals when the
     target is a standard normal distribution and the algorithm is a
     Metropolis-Hastings algorithm. This is an example from the
     original Hastings' (1970) paper.

_U_s_a_g_e:

     hastings(nsim = 10^3)

_A_r_g_u_m_e_n_t_s:

    nsim: Number of Metropolis-Hastings steps

_V_a_l_u_e:

     The outcome of the function is a graph with nine panels compariing
     the three uniform proposals in terms of shape, fit and
     autocorrelation.

_A_u_t_h_o_r(_s):

     Christian P. Robert and George Casella

_R_e_f_e_r_e_n_c_e_s:

     From Chapter 6 of *EnteR Monte Carlo Statistical Methods*

_E_x_a_m_p_l_e_s:

     hastings(10^4)

