www.gusucode.com > stats 源码程序 matlab案例代码 > stats/RandomWalkMetropolisHastingsSamplingExample.m
%% Random Walk Metropolis-Hastings Sampling % % Copyright 2015 The MathWorks, Inc. %% % Use Random Walk Metropolis-Hastings sampling to generate sample data from % a standard normal distribution. rng default % For reproducibility delta = .5; pdf = @(x) normpdf(x); proppdf = @(x,y) unifpdf(y-x,-delta,delta); proprnd = @(x) x + rand*2*delta - delta; nsamples = 15000; x = mhsample(1,nsamples,'pdf',pdf,'proprnd',proprnd,'symmetric',1); %% % Plot the sample data. figure; h = histfit(x,50); h(1).FaceColor = [.8 .8 1];