Hastings - Metropolis Algorithm implementation (In
Mathematica)
By Nasser Abbasi
04/08/2008
This below is an
implementation of the Hastings - Metropolis algorithm.
A simple GUI interface
allows the user to specify the number of steps to run the algorithm for. At
each step, the current P matrix and the current calculated stationary
distribution for this P matrix are shown to help observe the convergence.
Screen shot showing
few snap shots of the P matrix as it converges [IMAGE , IMAGE]
Mathematica notebook (Uses Manipulate) V 6.0
