[R] Help!!

Duncan Murdoch murdoch at stats.uwo.ca
Wed Jan 29 17:00:04 CET 2003

On 29 Jan 2003 16:28:57 +0100, Peter Dalgaard BSA
<p.dalgaard at biostat.ku.dk> wrote in message
<x265s8asau.fsf at biostat.ku.dk>:

>MCMC has big difficulty in generating *independent* samples. 

That's true.  For an IID sample, a rejection sampler (if you can do
the calculus) is usually more efficient.  To get a a truly IID sample
from MCMC you need to start chains at independent starting values and
take one observation from each; that's probably too slow. 

Duncan Murdoch

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