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2019.12.01_Metropolis_sampling/Metropolis_sampling_example_2.m

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+% This code is supported by the website: https://www.guanjihuan.com
+% The newest version of this code is on the web page: https://www.guanjihuan.com/archives/1247
+
+clc;clear all;clf;
+s=100000;  % 取的样品数
+f=[1,2,3,3,3,3,6,5,4,3,2,1];  % 期望得到样品的分布函数
+d=zeros(1,s);  % 初始状态
+x=1;
+for i=1:s
+     y=unidrnd(12);  % 1到12随机整数
+     alpha=min(1,f(y)/f(x)); % 接收率
+     u=rand;  
+     if u<alpha   % 以alpha的概率接收转移
+         x=y;
+     end
+     d(i)=x;
+end
+hist(d,1:1:12);