Daniel@0: Daniel@0: Daniel@0: Daniel@0: Netlab Reference Manual demmet1 Daniel@0: Daniel@0: Daniel@0: Daniel@0:

demmet1 Daniel@0:

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Daniel@0: Purpose Daniel@0:

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

Daniel@0: Synopsis Daniel@0:

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Daniel@0: demmet1
Daniel@0: demmet1(plotwait)

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Daniel@0: Description Daniel@0:

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

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

Daniel@0: See Also Daniel@0:

Daniel@0: demhmc1, metrop, gmm, dempot

Daniel@0: Pages: Daniel@0: Index Daniel@0:

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