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)