马尔可夫链matlab小例子

clc;clear all;close all; % 从柯西分布采样 % f(x) = 1/(pi*(1+x.^2) T = 5000; sigma = 1;thetamin = -30;thetamax = 30; theta = zeros(T,1); theta(1) = rand(1)*thetamax*2 - thetamax; t = 1; while t<T t = t+1; theta_star = normrnd(theta(t-1),sigma); alpha = min(1,(cauchy(theta_star)/cauchy(theta(t-1)))); u = rand(1); if u <= alpha theta(t) = theta_star; else theta(t) = theta(t-1); end end subplot(211),plot(1:T,theta,'g-'); num_bins = 50; subplot(212),hist(theta,num_bins); hi = findobj(gca,'Type','patch'); hi.FaceColor = 'r'; hi.EdgeColor = 'w';