On Tue, 28 Jan 2003 16:01:06 +0000, you wrote in message <[EMAIL PROTECTED]>:
> >Dear R ers, if some can tel me how I can generate a sample from a given >density. I have a complex 2D density function en I want to genearte >a sample from it? Any package? That's generally a hard problem, and the answer depends a lot on the particular characteristics of your distribution. The easiest general purpose method if you can calculate the density is probably MCMC, in particular random walk Metropolis; see the book Markov Chain Monte Carlo in Practice for details. This will give you a Markov chain that (hopefully) converges to your target distribution. If you only want a small sample, it's quite inefficient, but for a large sample (e.g. for estimating moments) it can be quite good. Support in R for MCMC is pretty much non-existent, but it's easy to write the chains yourself. Duncan Murdoch ______________________________________________ [EMAIL PROTECTED] mailing list http://www.stat.math.ethz.ch/mailman/listinfo/r-help
