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UCL / rmcmc

Robust Markov chain Monte Carlo methods in R
http://github-pages.ucl.ac.uk/rmcmc/
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Add function for sampling chain #3

Closed matt-graham closed 3 months ago

matt-graham commented 4 months ago

Add a function which allows sampling a chain given an initial state, target distribution and proposal distribution.

Function will also ideally deal with seeding random number generator, tracing functions of chain state and accumulating transition statistics such as average acceptance probability.