I have a normal proposal distribution with mean 3 and variance 4. Can anyone give me an example of sampling using metropolis hastings algorithm?
AdvancedMH.jl will do this, I think that you probably want
static_prop = StaticProposal(Normal(3,4))
see the README for more info.
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say I want to sample using
sample(model, MH, number of samples)
I have a posterior p(x) = 7 exp(-x/4) + 4 exp(-x/6) - 7*exp(-(x-4)^2/64)
I want to sample using sample function and the posterior. Can you give me an example?