
# Commands to sample from the "funnel" distribution using the Metropolis
# algorithm with updates to one component at a time.  The stepsize to
# use is given as an argument.
#
# This version uses an initial state with v=-9 and the xi=0.01.

dist-spec flog-.met1,$1 \
  "v~Normal(0,3^2)     + x1~Normal(0,Exp(v)) \
 + x2~Normal(0,Exp(v)) + x3~Normal(0,Exp(v)) \
 + x4~Normal(0,Exp(v)) + x5~Normal(0,Exp(v)) \
 + x6~Normal(0,Exp(v)) + x7~Normal(0,Exp(v)) \
 + x8~Normal(0,Exp(v)) + x9~Normal(0,Exp(v))"
dist-initial flog-.met1,$1 v=-9 \
 x1=0.01 x2=0.01 x3=0.01 x4=0.01 x5=0.01 x6=0.01 x7=0.01 x8=0.01 x9=0.01
mc-spec flog-.met1,$1 repeat 1300 met-1 $1
dist-mc flog-.met1,$1 2000
