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Here is an R function that produces a Metropolis-Hastings sample for the univariate log-target f when the later is defined outside as another function. And when using a Gaussian random walk with scale one as proposal. (Inspired from a X validated question.)

m<-function(T,y=rnorm(1))ifelse(rep(T>1,T),
c(y*{f({z<-m(T-1)}[1])-f(y+z[1])
The function is definitely not optimal, crashes for values of T larger than 580 (unless one modifies the stack size), and operates the most basic version of a Metropolis-Hastings algorithm. But as a codegolf challenge (on a late plane ride), this was a fun exercise.

var vglnk = {key: '949efb41171ac6ec1bf7f206d57e90b8'};
(function(d, t) {
var s = d.createElement(t);
s.type = 'text/javascript';
s.async = true;
// s.defer = true;
var r = d.getElementsByTagName(t)[0];
r.parentNode.insertBefore(s, r);
}(document, 'script'));

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