Package mystic :: Module metropolis

Module metropolis

source code

Implements a simple version of the Metropolis-Hastings algorithm

Functions
next point
metropolis_hastings(x)
Must be symmetric.
source code
Function Details

metropolis_hastings(x)

source code 

Must be symmetric. This is because otherwise the PDF of the proposal density is needed (not just a way to draw from the proposal)

Returns: next point