hw051027 - A of the routine equal to A = 0 . 5 iseed1 . If...

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MCMC Course – Fall 2005 Due November 3 Use the subroutine gau metro.f for the Metropolis generation of Gaus- sian random numbers. Report the acceptance rates and estimate the inte- grated autocorrelation time from a time series of 2**21 numbers. If you personal seed iseed1 is less or equal 5, set the argument
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Unformatted text preview: A of the routine equal to A = 0 . 5 iseed1 . If you personal seed iseed1 is larger than 5, set the argument A of the routine equal to A = iseed1 . E-mail you result for the integrated autocorrelation time to the instructor....
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