University of Minnesota, Twin Cities School of Statistics Stat 8701 Rweb
The policy is the same as the policy for Homework No. 2.
This assignment is due (initially) Monday, March 11, 2002.
A Markov chain Monte Carlo problem. The problem statement was handed out in class. It is also available here in the form of palatable dog food.
The R package mcmc
may also be helpful. The package is
available as the tar file
http://www.stat.umn.edu/geyer/8701/package/mcmc_0.1.tar.gz
In order to see whether you might want to use it or not, look at the help for the only function it contains, which does random-walk Metropolis for an unnormalized density specified by an R function.