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Randomly generates the states of a discrete Markov Chain for a Metropolis-Hastings process. Assumes that the states are labeled 1, 2, 3, etc. The transition probabilities are supplied as an array of arrays. transMatrix0 holds the array of transition probabilities for transition to each state {p11, p12, p13, .., p1n} for state 1 transMatrix1 holds the array of transition probabilities for transition to each state {p21, p22, p23, .., p2n} for state 2 etc.
An implementation for a 1-Dimensional Metropolis Hasting process. The process is observable at each step
An implementation for a multi-variable Metropolis Hasting process. The process is observable at each step
For use with MetropolisHastings1D. Represents the proposal function
For use with MetropolisHastingsMV. Represents the proposal function for the multivariate case.