Metropolis-Hastings Monte Carlo Markov chain algorithm

Versione 1.0.1 (5,38 MB) da Eugenio Bertolini
Algorithm to generate a Metropolis-Hastings Monte Carlo Markov chain, ready to generate cool MCMC video
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Aggiornato 11 lug 2020

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Easy algorithm to generate a Metropolis-Hastings Monte Carlo Markov chain that, given a probability density function (pdf), generate a Markow chain. The function enables the user to select the pdf, using a function handler @(x), and it enables to choose a sampler between uniform and gaussian. The example code also shows how to plot the Markow process just generated and it enables to convert the process into a cool video where you can follow the behaviour of your MCMC.

Make sure to read the comments inside the functions.

Cita come

Eugenio Bertolini (2024). Metropolis-Hastings Monte Carlo Markov chain algorithm (https://www.mathworks.com/matlabcentral/fileexchange/78017-metropolis-hastings-monte-carlo-markov-chain-algorithm), MATLAB Central File Exchange. Recuperato .

Compatibilità della release di MATLAB
Creato con R2019b
Compatibile con R2019b e release successive
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MetropolisHastings_MCMC

Versione Pubblicato Note della release
1.0.1

Changed image preview
1.0.0