#source("c:/Work07/ShortCourse07/Programs/RandomWalkMet.txt",print.eval=TRUE)#
#Hastings random walk algorithm#
nsim<-5000
a<-c(.5,1,10)
na<-length(a)
x<-array(0,c(na,nsim))
na<-length(a)
for(i in 1:na)
{
for(j in 2:nsim)
	{
	y<-x[i,(j-1)]+runif(1,min=-a[i],max=a[i])
	r=min(exp(-.5*((y^2)-(x[i,(j-1)]^2))),1)
	u<-runif(1)
	x[i,j]<-y*(u<r)+x[i,(j-1)]*(u>r)
	}	
}
#---------------Plot--------------------------------
par(mfrow=c(2,na))
for(i in 1:na)
{
hist(x[i,],freq=F,xlim=c(-4,4),ylim=c(0,.4),col='grey',ylab="",breaks=50)
par(new=T)
plot(function(x)dnorm(x),-4,4,lwd=2)
}
for(i in 1:na)
{
plot(c(1:nsim),cumsum(x[i,])/c(1:nsim),type="l")
lines(x=c(0,nsim),y=c(0,0))
}