Hi all, I’m trying to write a simple code for an MCMC and I get into numerical errors when comparing two numbers in the metropolis step. The code for the metropolis step is if rand() < exp( lokNew - logOld) oldPar = NewPar end The problem is that my posterior distribution equals -1.0e10 when a …

Numerical Problems

Andres_Gonzalez April 10, 2020, 7:13pm 4

Is it not very strange? u is never equal to zero while the exp equals 0.0

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