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necronet/Metropolis-King-Example.R

Created August 5, 2022 20:07
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Statistical Rethinking example for MCMC
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Metropolis-King-Example.R
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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