7.4 Implementing the Metropolis-Hastings
mh_tour <- function(N, w){
# 1. Start the chain at location 3
current <- 3
# 2. Initialize the simulation
mu <- rep(0, N)
# 3. Simulate N Markov chain stops
for(i in 1:N){
# Simulate one iteration
sim <- one_mh_iteration(w = w, current = current)
# Record next location
mu[i] <- sim$next_stop
# Reset the current location
current <- sim$next_stop
}
# 4. Return the chain locations
return(data.frame(iteration = c(1:N), mu))
}library(ggplot2)
set.seed(84735)
mh_simulation_1 <- mh_tour(N = 5000, w = 1)
ggplot(mh_simulation_1, aes(x = iteration, y = mu)) +
geom_line()
ggplot(mh_simulation_1, aes(x = mu)) +
geom_histogram(aes(y = ..density..), color = "white", bins = 20) +
stat_function(fun = dnorm, args = list(4,0.6), color = "blue")## Warning: The dot-dot notation (`..density..`) was deprecated in ggplot2 3.4.0.
## ℹ Please use `after_stat(density)` instead.
## This warning is displayed once every 8 hours.
## Call `lifecycle::last_lifecycle_warnings()` to see where this warning was
## generated.
## Tuning the Metropolis-Hastings algorithm
