I was looking for the first answer.

In MCMC, at time t, when the candidate sample is rejected,

> candidate_sample[t] <- current_sample

say, at time t+1, the sample is rejected AGAIN, we have

> candidate_sample[t+1] <- current_sample

so, at time t, and t+1, we have the same value.  When I calculate the monte
carlo mean, I don't want repeated value.

Mike

On Thu, Jan 17, 2013 at 5:20 PM, Bert Gunter <gunter.berton@gene.com> wrote:

> What answer is wanted for
>
> c(1,1,1,2,3,1)   ?
>
> Note that Duncan's  two suggestions below give different answers for this.
>
> -- Bert
>
> On Thu, Jan 17, 2013 at 1:59 PM, Duncan Murdoch
> <murdoch.duncan@gmail.com> wrote:
> > On 13-01-17 4:50 PM, C W wrote:
> >>
> >> Dear list,
> >> How do you delete repeated samples?  In MCMC, when your candidate value
> >> has
> >> been reject, so you remain on the same point, so you keep that value.
> >>
> >> Say I have this toy example,
> >>
> >>> c(1,6,6,6,3,5,4,4,2,3,5)
> >>
> >>
> >> The 6 and 4 are repeated, I only want the index of the non-repeated
> >> values.
> >>
> >> I thought of using which() and unique(), but that does not give you the
> >> index of the unique values.
> >
> >
> > You could use x[!duplicated(x)] or rle(x)$values, depending on your
> > definition of "repeated".  I hope you're aware that you can't use either
> for
> > things like quantiles and moments of the limiting distribution.
> >
> >> x <- c(1,6,6,6,3,5,4,4,2,3,5)
> >> x[!duplicated(x)]
> > [1] 1 6 3 5 4 2
> >> rle(x)$values
> > [1] 1 6 3 5 4 2 3 5
> >
> > Duncan Murdoch
> >
> > ______________________________________________
> > R-help@r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> > and provide commented, minimal, self-contained, reproducible code.
>
>
>
> --
>
> Bert Gunter
> Genentech Nonclinical Biostatistics
>
> Internal Contact Info:
> Phone: 467-7374
> Website:
>
> http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm
>

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