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MCMC - Metropolis Hastings

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Anita
Anita 2011년 6월 10일
Dear Experts, May I have a question? I`m trying to code up MCMC with Metropolis - Hasting using the mhsample command. The documentation says that the arguments x and y have to be the same size as the row vector of the initial values. I am trying to draw from three variables (3 initial values) but it does not work. Do you have any ideas how shall I proceed? Thank you very much in advance for your help.
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the cyclist
the cyclist 2011년 6월 10일
Can you post the code that you have tried? That should help us diagnose any issues.
Anita
Anita 2011년 6월 12일
thank you, it is clear now.

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답변 (1개)

Anita
Anita 2011년 6월 12일
problem solved, obviously a joint pdf was needed.

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