#source("c:/WorkHome06/ShortCourse06/Programs/BetaGenerator.txt",print.eval=TRUE) #This does the Bad Beta Markov Chain# nsim<-2500 a<-3 X<-array(.5,dim=c(nsim,1)) #Direct Generation XM<-array(.5,dim=c(nsim,1)) #Metropolis #-------------------------------------------------------- for (j in 2:nsim) { y<-rbeta(1,(a+1),1) u<-runif(1) X[j]<- y*(uX[j-1]) rho<-min((X[j-1]/y),1) XM[j]<- y*(urho) } #--------------------Plot-------------------------------- den<-1:(nsim) yrange=c(.6,.8) #par(mfrow=c(1,2)) plot(cumsum(X)/den,type="l",col="red",ylim=yrange,ylab="") par(new=T) plot(cumsum(XM)/den,type="l",col="blue",ylim=yrange,ylab="") lines(x=c(1,nsim),y=c(a/(a+1),a/(a+1)))