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Herb Susmann
Published
Bayesian Computation
Edited
Apr 13, 2021
2 forks
7 stars
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samples = {
if(reset) {
let samples = [p_init];
for(let iter = 1; iter < iterations; iter++) {
const proposal = [rnorm(samples[iter - 1][0], proposal_sd), rnorm(samples[iter - 1][1], proposal_sd)];
const ratio = Math.min(Math.exp(log_density(proposal) - log_density(samples[iter - 1])), 1);
const u = Math.random();
if(u < ratio) {
samples[iter] = proposal;
}
else {
samples[iter] = samples[iter - 1];
}
if(animate !== false) {
yield samples;
}
}
yield samples;
}
}
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