Hi list members,
I have a question about application of Metropolis-Hastings (MH) algorithm
in R. It is said that using this kind of algorithm (MCMC), one can
integrate any complexe function. Is it true ? And how can I proceed with a
whole new one function, which does not include any obvious probability
density function in its formula. This question is issued about my work on
calculating bayesian estimator, which leads to calculate a hell of
integration.
Thanks for all responses and shares
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