Defines the density of a proposal function, i.e.
The Metropolis algorithm is a Markov Chain Monte Carlo algorithm, which requires only a function f proportional to the PDF from which we wish to sample.
This basic Metropolis implementation assumes using symmetric proposal function.
A generalization of the Metropolis algorithm, which allows asymmetric proposal functions.
Utility functions for Metropolis algorithms.
A variation of Metropolis, that uses the estimated covariance of the target distribution in the proposal distribution, based on a paper by Vihola (2011).
Copyright © 2010-2018 Numerical Method Incorporation Limited. All Rights Reserved.