文件名称:metropolis_hastings
介绍说明--下载内容均来自于网络,请自行研究使用
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.)
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.)
(系统自动生成,下载前可以参看下载内容)
下载文件列表
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
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