Created
August 5, 2022 20:07
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Statistical Rethinking example for MCMC
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| num_weeks <- 1e5 | |
| position <- rep(0, num_weeks) | |
| current <- 10 | |
| for (i in 1:num_weeks) { | |
| position[i] <- current | |
| proposal <- current + sample( c(-1, 1), size = 1) | |
| if (proposal < 1) proposal <- 10 | |
| if (proposal > 10) proposal <- 1 | |
| prob_move <- proposal/current | |
| current <- ifelse(runif(1) < prob_move, proposal, current) | |
| } | |
| plot(table(position)) |
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