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for ii =1:numel(q0)
q(ii) = icdf(truncate(makedist('Normal', 'mu', p(ii), 'sigma', sigma_proposal), 0, 1), rand());
end
where sigma_proposal is some pre-defined width of the proposal distribution and we assume every parameter runs 0 --> 1 (LB & UB stored somewhere else).
The text was updated successfully, but these errors were encountered:
The proposal distribution of the M-H algorithm is probably incorrect as-is. I suggest changing this line in
mh_generate_pps
:to:
where
sigma_proposal
is some pre-defined width of the proposal distribution and we assume every parameter runs 0 --> 1 (LB & UB stored somewhere else).The text was updated successfully, but these errors were encountered: