wolffd@0: wolffd@0: wolffd@0: wolffd@0: Netlab Reference Manual demmet1 wolffd@0: wolffd@0: wolffd@0: wolffd@0:

demmet1 wolffd@0:

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wolffd@0: Purpose wolffd@0:

wolffd@0: Demonstrate Markov Chain Monte Carlo sampling on a Gaussian. wolffd@0: wolffd@0:

wolffd@0: Synopsis wolffd@0:

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wolffd@0: demmet1
wolffd@0: demmet1(plotwait)

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wolffd@0: Description wolffd@0:

wolffd@0: The problem consists of generating data from a Gaussian wolffd@0: in two dimensions using a Markov Chain Monte Carlo algorithm. The points are wolffd@0: plotted one after another to show the path taken by the chain. wolffd@0: wolffd@0:

demmet1(plotwait) allows the user to set the time (in a whole number wolffd@0: of seconds) between the plotting of points. This is passed to pause wolffd@0: wolffd@0:

wolffd@0: See Also wolffd@0:

wolffd@0: demhmc1, metrop, gmm, dempot

wolffd@0: Pages: wolffd@0: Index wolffd@0:

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