On 13-01-17 5:33 PM, C W wrote:
I was looking for the first answer.
In MCMC, at time t, when the candidate sample is rejected,
> candidate_sample[t] <- current_sample
say, at time t+1, the sample is rejected AGAIN, we have
> candidate_sample[t+1] <- current_sample
so, at time t, and t+1, we have the same value. When I calculate the
monte carlo mean, I don't want repeated value.
Then you will get the wrong answer, unless you want something very strange.
Duncan Murdoch
Mike
On Thu, Jan 17, 2013 at 5:20 PM, Bert Gunter <gunter.ber...@gene.com
<mailto:gunter.ber...@gene.com>> wrote:
What answer is wanted for
c(1,1,1,2,3,1) ?
Note that Duncan's two suggestions below give different answers for
this.
-- Bert
On Thu, Jan 17, 2013 at 1:59 PM, Duncan Murdoch
<murdoch.dun...@gmail.com <mailto:murdoch.dun...@gmail.com>> wrote:
> On 13-01-17 4:50 PM, C W wrote:
>>
>> Dear list,
>> How do you delete repeated samples? In MCMC, when your
candidate value
>> has
>> been reject, so you remain on the same point, so you keep that
value.
>>
>> Say I have this toy example,
>>
>>> c(1,6,6,6,3,5,4,4,2,3,5)
>>
>>
>> The 6 and 4 are repeated, I only want the index of the non-repeated
>> values.
>>
>> I thought of using which() and unique(), but that does not give
you the
>> index of the unique values.
>
>
> You could use x[!duplicated(x)] or rle(x)$values, depending on your
> definition of "repeated". I hope you're aware that you can't use
either for
> things like quantiles and moments of the limiting distribution.
>
>> x <- c(1,6,6,6,3,5,4,4,2,3,5)
>> x[!duplicated(x)]
> [1] 1 6 3 5 4 2
>> rle(x)$values
> [1] 1 6 3 5 4 2 3 5
>
> Duncan Murdoch
>
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--
Bert Gunter
Genentech Nonclinical Biostatistics
Internal Contact Info:
Phone: 467-7374
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