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01 Jul 2012 mcmc MCMC -- Markov Chain Monte Carlo Tools Author: David Shera 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 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

30 Apr 2008 mcmc MCMC -- Markov Chain Monte Carlo Tools Author: David Shera

10 Apr 2007 mcmc MCMC -- Markov Chain Monte Carlo Tools Author: David Shera

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 Author: David Shera

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 Author: David Shera

13 Dec 2005 mcmc MCMC -- Markov Chain Monte Carlo Tools Author: David Shera

06 Dec 2005 mcmc MCMC -- Markov Chain Monte Carlo Tools Author: David Shera

05 Nov 2005 mcmc MCMC -- Markov Chain Monte Carlo Tools Author: David Shera

09 Oct 2005 mcmc MCMC -- Markov Chain Monte Carlo Tools Author: David Shera

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 Author: David Shera

inverse log function

26 Apr 2005 mcmc MCMC -- Markov Chain Monte Carlo Tools Author: David Shera

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 Author: David Shera

15 Jan 2004 mcmc MCMC -- Markov Chain Monte Carlo Tools Author: David Shera

plz send the file to me

15 Oct 2003 mcmc MCMC -- Markov Chain Monte Carlo Tools Author: David Shera

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 Author: David Shera

Problem with vesion

31 May 2003 mcmc MCMC -- Markov Chain Monte Carlo Tools Author: David Shera

24 Jan 2003 mcmc MCMC -- Markov Chain Monte Carlo Tools Author: David Shera

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