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MCMC - Metropolis Hastings

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Anita
Anita on 10 Jun 2011
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 on 10 Jun 2011
Can you post the code that you have tried? That should help us diagnose any issues.
Anita
Anita on 12 Jun 2011
thank you, it is clear now.

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Answers (1)

Anita
Anita on 12 Jun 2011
problem solved, obviously a joint pdf was needed.

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