demmet1
Purpose
Demonstrate Markov Chain Monte Carlo sampling on a Gaussian.
Synopsis
demmet1
demmet1(plotwait)
Description
The problem consists of generating data from a Gaussian
in two dimensions using a Markov Chain Monte Carlo algorithm. The points are
plotted one after another to show the path taken by the chain.
demmet1(plotwait)
allows the user to set the time (in a whole number
of seconds) between the plotting of points. This is passed to pause
See Also
demhmc1
, metrop
, gmm
, dempot
Pages:
Index
Copyright (c) Ian T Nabney (1996-9)