added demos

demos/gaussian.R

@@ -0,0 +1,32 @@
+require(mcmcTools)
+
+X <- rnorm(20, 2, 5)
+
+loglik <- function(pars){
+  sum( dnorm(X, mean=pars[1], sd=pars[2], log=TRUE) )
+}
+
+prior <- function(pars){
+  1/pars[2]^2
+}
+
+# chains can have different or matching starting conditions, will mix anyway
+ pars <- list(c(1,2), c(1,2))
+
+chains <- mcmcmc_fn(pars, loglik, prior, MaxTime=1e3, indep=100, stepsizes=.02)
+
+burnin=1e2
+
+
+## plot results
+layout(t(matrix(c(1,1,2,3), nrow=2)))
+par(cex.lab=1.5, cex.axis=1.5)
+plot(chains[[2]][-burnin, 1], type='l', col=rgb(0,0,1,.8),
+     main="mixing chains", ylab="log prob density")
+lines(chains[[1]][-burnin, 1], col="black")
+legend("bottomright", c("normal", "heated"), col=c("black", "blue"), lty=1,cex=1.5)
+plot(density((chains[[1]][-burnin, 2])), lwd=3, main="mu")
+abline(v=2, col="red", lwd=2, lty=2)
+plot(density((chains[[1]][-burnin, 3])), lwd=3, main="sigma")
+abline(v=5, col="red", lwd=2, lty=2)
+