Possible mistake in sampling explanation

Possible mistake in sampling explanation

by Alexandru Placinta -
Number of replies: 2

Hi,

I tested chain_i.p file as "chain i(1, 1, Xt)" where Xt is the state at moment "t" and every time it returns Xt not X(t+1). When I change to "chain i(1, 2, Xt)" the result is ok (2 elements column vector where the first element is Xt and the second is X(t + 1)). However, we are told to use "chain i(1, 1, Xt)" in order to sample. Shouldn't we use "chain i(1, 2, Xt)" ?


Kind regards,

Alexandru Placinta

In reply to Alexandru Placinta

Re: Possible mistake in sampling explanation

by Alireza Modirshanechi -

Hi Alexandru,

You are right, it is a typo. The right way, as you wrote, is to use "chain i(1, 2, Xt)" rather than "chain i(1, 1, Xt)".

Best,
Alireza