On 29 Jan 2003 16:28:57 +0100, Peter Dalgaard BSA <[EMAIL PROTECTED]> wrote in message <[EMAIL PROTECTED]>:
>MCMC has big difficulty in generating *independent* samples. That's true. For an IID sample, a rejection sampler (if you can do the calculus) is usually more efficient. To get a a truly IID sample from MCMC you need to start chains at independent starting values and take one observation from each; that's probably too slow. Duncan Murdoch ______________________________________________ [EMAIL PROTECTED] mailing list http://www.stat.math.ethz.ch/mailman/listinfo/r-help
