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metropolis_hastings

于 2017-07-08 发布文件大小:11KB

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代码说明：

本文件包含Metropolis算法对函数进行抽样;显示生成样本的相关图和直方图. 其中文件：metropolis_hastings.m该文件包含4个示例，用于通过Metropolis-Hastings算法对复杂函数进行抽样，显示生成样本的相关图和直方图。metropolis_hastings2.m 包含一个例子，用于通过Metropolis-Hastings算法对双变量高斯PDF进行采样，显示生成样本的相关图和直方图，以及其轮廓和边缘PDF的函数等。(This program develops a very basic example, for the sampling of functions by means of Metropolis algorithm; showing the correlograms and the histogram of the generated samples. metropolis_hastings.m. This file contains four examples, for the sampling of complex functions by means of Metropolis-Hastings algorithm, showing the correlograms and the histograms of the generated samples. In this case the proposals PDF its no longer symmetric. Additionally, the burn-in period, the lag period and the Geweke test have been implemented.It needs the "MH_routine.m" function. metropolis_hastings2.m. This file contains one example, for the sampling of a bivariate Gaussian PDF by means of Metropolis-Hastings algorithm, showing the correlograms and the histograms of the generated samples, and the function with its contours and marginals PDF. Additionally, the burn-in period, the lag period and the Geweke test have been implemented.)

文件列表：

metropolis_hastings
metropolis_hastings\metropolis.m
__MACOSX
__MACOSX\metropolis_hastings
__MACOSX\metropolis_hastings\._metropolis.m
metropolis_hastings\metropolis_hastings.m
__MACOSX\metropolis_hastings\._metropolis_hastings.m
metropolis_hastings\metropolis_hastings2.m
__MACOSX\metropolis_hastings\._metropolis_hastings2.m
metropolis_hastings\MH_routine.m
__MACOSX\metropolis_hastings\._MH_routine.m
metropolis_hastings\readme.txt
__MACOSX\metropolis_hastings\._readme.txt
__MACOSX\._metropolis_hastings

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