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MCMC - Metropolis Hastings

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Anita
Anita 2011 年 6 月 10 日
Dear Experts, May I have a question? I`m trying to code up MCMC with Metropolis - Hasting using the mhsample command. The documentation says that the arguments x and y have to be the same size as the row vector of the initial values. I am trying to draw from three variables (3 initial values) but it does not work. Do you have any ideas how shall I proceed? Thank you very much in advance for your help.
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the cyclist
the cyclist 2011 年 6 月 10 日
Can you post the code that you have tried? That should help us diagnose any issues.
Anita
Anita 2011 年 6 月 12 日
thank you, it is clear now.

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Anita
Anita 2011 年 6 月 12 日
problem solved, obviously a joint pdf was needed.

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