The R Implementation of the 't-walk' MCMC Algorithm
Perform some basic autocorrelation analysis.
One move of the t-walk
Plot a histogram of a
Plot a trace of the Log of Objective function values
The R implementation of the 't-walk'
Run the 't-walk'
Save the twalk MCMC output to a file.
Plot a 'time series' of the twalk MCMC output.
The 't-walk' is a general-purpose MCMC sampler for arbitrary continuous distributions that requires no tuning.