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David Shera

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22 Feb 1999 mcmc MCMC -- Markov Chain Monte Carlo Tools Author: David Shera chain, carlo, markov, statistics, monte, probability 61 10
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4.1 | 17 ratings
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16 Nov 2010 mcmc MCMC -- Markov Chain Monte Carlo Tools Author: David Shera David

There is a bug in this code:

In the definition of of the inverse wishart pdf the multivariate gamma distributrion is calculated as gammaln((d-k-klst)/2) which does not fit the definition of the multivariate gamma distribution: it should be gammaln(d - (k-klst)/2)
16 May 2010 mcmc MCMC -- Markov Chain Monte Carlo Tools Author: David Shera Zuofeng

Hi David,

Thanks very much for help!

I am using your matlab function "mcmcgr" and have found one question.

I set up 5 chains each with length say 10000, and each chain only contains
zero components, so each chains is like "0,0,0,..." with 10000 zeros in it.

Obvious the convergence holds, but after I used mcmcgr to find its R
statistics, a "NaN" was reported. I don't know why this happens.

I am very grateful if you can help me with it!
Thanks a lot!
17 Oct 2008 mcmc MCMC -- Markov Chain Monte Carlo Tools Author: David Shera cameller, ipek
30 Apr 2008 mcmc MCMC -- Markov Chain Monte Carlo Tools Author: David Shera nanax, kadek
10 Apr 2007 mcmc MCMC -- Markov Chain Monte Carlo Tools Author: David Shera J.L., Zhang

Your programs are helpful for me, save my time. I will study it,thank you!
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carlo, chain, markov, monte, probability
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22 Feb 1999 mcmc MCMC -- Markov Chain Monte Carlo Tools Author: David Shera chain, carlo, markov, statistics, monte, probability 61 10
  • 4.05882
4.1 | 17 ratings

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