Date  File  Comment by  Comment  Rating 

01 Jul 2012  mcmc MCMC  Markov Chain Monte Carlo Tools  Gideon simpson  Why does mcmcgr anticipate that the data will be a 3 dimensional array? Suppose I have M chains of N values, so that my data is only two 2D. How can I use this script with that? 

16 Nov 2010  mcmc MCMC  Markov Chain Monte Carlo Tools  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((dkklst)/2) which does not fit the definition of the multivariate gamma distribution: it should be gammaln(d  (kklst)/2) 

16 May 2010  mcmc MCMC  Markov Chain Monte Carlo Tools  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
Obvious the convergence holds, but after I used mcmcgr to find its R
I am very grateful if you can help me with it!


17 Oct 2008  mcmc MCMC  Markov Chain Monte Carlo Tools  
30 Apr 2008  mcmc MCMC  Markov Chain Monte Carlo Tools  
10 Apr 2007  mcmc MCMC  Markov Chain Monte Carlo Tools  Your programs are helpful for me, save my time. I will study it,thank you! 

10 Oct 2006  mcmc MCMC  Markov Chain Monte Carlo Tools  The veclt command only works for column vectors. But one can but in a transformation step to suit needs. Still a good program. thanks for posting. 

02 Feb 2006  mcmc MCMC  Markov Chain Monte Carlo Tools  
13 Dec 2005  mcmc MCMC  Markov Chain Monte Carlo Tools  
06 Dec 2005  mcmc MCMC  Markov Chain Monte Carlo Tools  
05 Nov 2005  mcmc MCMC  Markov Chain Monte Carlo Tools  
09 Oct 2005  mcmc MCMC  Markov Chain Monte Carlo Tools  I don't know how to excute ARS (adaptive rejection sampling) with matlab if the density is not standard. 

15 Jul 2005  mcmc MCMC  Markov Chain Monte Carlo Tools  inverse log function 

26 Apr 2005  mcmc MCMC  Markov Chain Monte Carlo Tools  Very good random generator for the Wishart: works much better than the one included in matlab (which is sometimes returning "strange samples") 

29 Dec 2004  mcmc MCMC  Markov Chain Monte Carlo Tools  
15 Jan 2004  mcmc MCMC  Markov Chain Monte Carlo Tools  plz send the file to me 

15 Oct 2003  mcmc MCMC  Markov Chain Monte Carlo Tools  Could you send me the examples of MCMC (Markov Chain Monte Carlo) modelling. Thanks. from Peter Xu 

10 Aug 2003  mcmc MCMC  Markov Chain Monte Carlo Tools  Problem with vesion 

31 May 2003  mcmc MCMC  Markov Chain Monte Carlo Tools  
24 Jan 2003  mcmc MCMC  Markov Chain Monte Carlo Tools  