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Highlights from
mcmc

• betalpr(p1,p2,alpha,beta) BETALPR - Beta Distribution - Log Probability Ratio
• gamlpr(g1, g2, alph, gam) GAMLPR = Gamma Distribution - Log Probability Density Ratio
• invwishirnd(S,d) INVWISHIRND - Inverse Wishart Random Matrix
• invwishlpr(IW1, IW2, S, d) INVWISHLPR = Inverse Wishart Distribution - Log Probability Density Ratio
• invwishpdf(IW,S,d) INVWISHPDF = Inverse Wishart Distribution - Probability Density Function
• invwishrnd(S,d) INVWISHRND - Inverse Wishart Distribution - Random Matrix Value
• ltindex(index, dim) ; LTINDEX - Lower Triangular Index
• ltvec(m) LTVEC - Change a Lower-Triangular Matrix into a Vector
• ltvec(v) VECLT - change a vector into a lower-triangular matrix
• mcmcgr(A,ng) ; MCMCGR - Gelman-Rubin R statistic for convergence
• mcmclt(A) MCMLT - makes matrix of MCMC runs lower triangular
• mcmcsumm(A) MCMCSUMM - Summary Statistics
• mcmctrace(A) MCMCTRACE - trace plots
• metrop ( logq, newval, oldval... METROP - perform a Metropolis-Hastings step
• mvnormlpr (x1, x2, mu, sigma) MVNORMLPR - Multivariate Normal Distribution - Log Density Ratio
• mvnormrnd (mu,sigma,n) MVNORMRND - Multivariate Normal - Random Number Generation
• wishirnd(Sc,n) WISHIRND - Wishart Distribution - Random Matrix
• wishrnd(Sc,nu) WISHRND - Random Matrix from Wishart Distribution
• Contents.m
• mcmcacf.m
• mcmcdemo.m
• randrand.m
• About_MCMC.html
• index.html
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