Sampler Exampler
x <- rnorm(10)
#what's the mean of x?
# i'm a sampler!!
# try beta = 1
beta = 1
# get the probability of each observation given my model (i.e. "the data are normally distributed") and a parameter estimate ("beta = 1")
p <- dnorm(x, mean = beta)
# assuming the observations are independent, the probability of all of the data for a particular beta value is the probability of each observation multipled together
PofD_B1 = prod(p)
# try beta = 0
beta <- 0
p <- dnorm(x, mean = beta)
PofD_B0 = prod(p)
# beta = 0 looks better than beta = 1. I'll move to beta = 0 and keep looking around there.
# try lots of betas!
# this is a dumb sampler since it's just chugging through betas and not chosing them based on probability, but it demonstrates how this would reuslt in a likelihood distribution.
betas <- seq(-2,2,.1)
PofD_B <- 1:length(betas)
for (i in 1:length(betas)) {
beta <- betas[i]
p <- dnorm(x, mean = beta)
PofD_B[i] = prod(p)
}
results <- cbind(betas,PofD_B)
plot(PofD_B~betas, type="l")
This is awesome. Is this from your own blank canvas or is there a source?
Yup, I wrote it from scratch, following the line of reasoning during discussion today