Adaptive Mixture Modelling Metropolis Methods

.............................................\code

.............................................\....\AM4 functions

.............................................\....\.............\AM4.m

.............................................\....\.............\AM4_BS.m

.............................................\....\.............\AM4_Metropolis.m

.............................................\....\.............\AM4_SV.m

.............................................\....\.............\AM4_SV_Metropolis.m

.............................................\....\.............\ApproximateMixtureUpdating.m

.............................................\....\.............\myfzero.m

.............................................\....\.............\regenerate.m

.............................................\....\Biology example

.............................................\....\...............\am4-biology-example-data.csv

.............................................\....\...............\am4-biology-example-priors.csv

.............................................\....\...............\am4-biology-example-truth.csv

.............................................\....\...............\am4_biology_example.m

.............................................\....\Illuminating example

.............................................\....\....................\am4-nonlinear-data.csv

.............................................\....\....................\am4_nonlinear_example.m

.............................................\....\....................\cps_kitagawa.m

.............................................\....\plots.m

.............................................\....\README.txt

.............................................\....\Stochastic volatility example

.............................................\....\.............................\am4-exchange.m

.............................................\....\.............................\am4-sv-data.csv

.............................................\....\.............................\am4_sv.m

.............................................\....\.............................\exratesUS-UK1000.txt

.............................................\....\.............................\ksc_exchange.m

.............................................\....\.............................\ksc_sv.asv

.............................................\....\.............................\ksc_sv.m

.............................................\....\.............................\sample_gam_c.m

.............................................\....\.............................\sample_mu_c.m

.............................................\....\.............................\sample_phi_c.m

.............................................\....\.............................\sample_v_c.m

.............................................\....\.............................\sample_z_am4.m

.............................................\....\.............................\sample_z_c.m

.............................................\SV.pdf