Closed sgsellan closed 2 years ago
Simple implementation of a Metropolis Hastings algorithm (symmetric proposal distribution) following the steps in the wikipedia page. I have used this in three projects already now so why not add to gptoolbox :)
Simple implementation of a Metropolis Hastings algorithm (symmetric proposal distribution) following the steps in the wikipedia page. I have used this in three projects already now so why not add to gptoolbox :)