MCMC

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Dominic Lawson
Dominic Lawson 2011-3-20
Hello,
I am currently writing a MCMC code. Here is what I have so far:-
clear all
s = load('domain name on my computer.txt');
x = s(:,2);
y = s(:,3);
for q = 1:1000
a = 9.9840;
b = 9.9939;
c(q) = a + (b-a) * rand;
d = 5.0040;
e = 5.0139;
f(q) = d + (d-e) * rand;
chi2P1(q) = sum((y - (c(q)+(f(q).*x))).^2);
g = 0;
h = 1;
i(q) = abs(g + (h-g)*randn);
j(q) = c(q)+i(q);
k(q) = f(q)+i(q);
chi2PN(q) = sum((y - (j(q)+(k(q).*x))).^2);
if (chi2PN(q)<=chi2P1(q));
elseif (chi2PN(q)>=chi2P1(q));
end
end
At the point of the if loop I am stuck. If j and k values give a smaller chi2PN value than chi2P1 (dependent on c and f) how would I make j and k become the new c and f?
Also if this isn't the case how would I disregard the j and k values?
Hope this makes sense and thanks for taking a look at my problem.

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Oleg Komarov
Oleg Komarov 2011-3-20
Hi, you don't any loop there:
x = s(:,2);
y = s(:,3);
q = 1000;
a = 9.9840;
b = 9.9939;
c = a + (b-a) * rand(1,q);
d = 5.0040;
e = 5.0139;
f = d + (d-e) * rand(1,q);
chi2P1 = sum((y - c + f .*x ).^2);
g = 0;
h = 1;
i = abs(g + (h-g)*randn(1,q));
j = c + i;
k = f + i;
chi2PN = sum((y - j + k.*x).^2);
Now you can locate values of chi2PN smaller equal than chi2P1. Do you want to replace the values of the latter array with those in the former or the other way around?
idx = chi2PN < chi2P1;
chi2P1(idx) = chi2PN(idx);
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Oleg Komarov
Oleg Komarov 2011-3-20
I edited the post. Look at the last line.
Dominic Lawson
Dominic Lawson 2011-3-20
thank you

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