R code Flashcards by Camille Ksr | Brainscape

Q

accept-reject step for Metropolis

A

cand

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Q

reject and accept step for Metropolis-Hastings

A

cand

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Q

how is autocovariance acf() used?

A

plot the lag plot to check that the the Xi are independent:
should have 1 at lag 0 and very small at others

cross-covariance can also be used to check independence btw two set of RV Xi and Yi

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Q

function used for monte carlo integration?

A

mean(phi) where phi is a n-vector

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