# 
# M A Tanner, Tools for Statistical Inference: Methods for Exploration
# of Posterior Distributions and Likelihood Functions (2nd edn),
# Berlin: Springer-Verlag 1993, Section 6.5.2.
# 
N <- 1000 # number of chains
n <- 100 # length of chain
Theta <- rep(0,N)
loglik <- function(theta){ 
  125*log(2+theta) + 38*log(1-theta) + 34*log(theta)
}
alpha <- function(theta,phi) min(exp(loglik(phi)-loglik(theta)),1)
for (j in 1:N){
  theta <- runif(1)
  k1 <- 0
  for (i in 2:n){
    phi <- runif(1)
    k <- rbinom(1,1,alpha(theta,phi))
    k1 <- k1 + k
    theta <- theta + k*(phi-theta)
  }
  Theta[j] <- theta
}
plot(density(Theta))