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[Octave-patch-tracker] [patch #10016] [octave forge] (statistics) mhsamp


From: anonymous
Subject: [Octave-patch-tracker] [patch #10016] [octave forge] (statistics) mhsample implementation (over from bug #59924)
Date: Thu, 28 Jan 2021 18:52:12 -0500 (EST)
User-agent: Mozilla/5.0 (Windows NT 6.3; Win64; x64; rv:72.0) Gecko/20100101 Firefox/72.0

Follow-up Comment #8, patch #10016 (project octave):

Your test shows


start = rand (1, 2, nchain);


Is not a valid input. The Matlab documentation says "start is a row vector
containing the start value of the Markov Chain, ..." which gives no indication
of how different starting points should be input when nchain > 1 or if
different starting points are possible in Matlab. I proposed two other
potential inputs commented out with "Not sure how the starting point is
input..." commented above them


start = rand (nchain, 2);

or

start = rand(1, 2);


Do either of the above work?

Once mhsample returns a result I need to compare the sizes of the output 

size(smpl)
size(accept)


Again Matlab documentation is not clear about this for nchain>1. If I guessed
correctly the code following mhsample should run fine and the values I
calculate should line up with the answers, if not I expect an error or
incorrect results.

The purpose of these tests is to work out what Matlab is doing that they have
not documented.

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