File list (Check if you may need any files):
mcmcstuff
.........\mcmcstuff
.........\.........\batch.m
.........\.........\bbmean.dll
.........\.........\bbmean.m
.........\.........\bbmean.mexaxp
.........\.........\bbmean.mexglx
.........\.........\bbprctile.dll
.........\.........\bbprctile.m
.........\.........\bbprctile.mexaxp
.........\.........\bbprctile.mexglx
.........\.........\beta_lpdf.m
.........\.........\beta_pdf.m
.........\.........\binsgeq.m
.........\.........\catrand.dll
.........\.........\catrand.m
.........\.........\catrand.mexaxp
.........\.........\catrand.mexglx
.........\.........\ChangeLog
.........\.........\ChangeLog~
.........\.........\cond_ginvgam_cat.m
.........\.........\cond_gnorm_invgam.m
.........\.........\cond_gnorm_norm.m
.........\.........\cond_gt_cat.m
.........\.........\cond_gt_invgam.m
.........\.........\cond_invgam_cat.m
.........\.........\cond_invgam_invgam.m
.........\.........\cond_invgam_invgam1.dll
.........\.........\cond_invgam_invgam1.m
.........\.........\cond_invgam_invgam1.mexaxp
.........\.........\cond_invgam_invgam1.mexglx
.........\.........\cond_laplace_invgam.m
.........\.........\cond_mnorm_invwish.m
.........\.........\cond_norm_ginvgam.m
.........\.........\cond_norm_invgam.m
.........\.........\cond_t_cat.m
.........\.........\cond_t_invgam.m
.........\.........\Contents.m
.........\.........\Contents.m~
.........\.........\demos
.........\.........\.....\2classgprecord.mat
.........\.........\.....\2classnet.mat
.........\.........\.....\2classrecord.mat
.........\.........\.....\2inputnet.mat
.........\.........\.....\2inputrecord.mat
.........\.........\.....\3classrecord.mat
.........\.........\.....\cdata
.........\.........\.....\dat.1
.........\.........\.....\odata
.........\.........\.....\rdata
.........\.........\.....\rec_rjmcmcgp.mat
.........\.........\.....\rjmcmcrecord.mat
.........\.........\.....\synth.tr
.........\.........\.....\synth.tr~
.........\.........\.....\synth.ts
.........\.........\.....\synth.ts~
.........\.........\.....\synth2.mat
.........\.........\.....\synth2.ts
.........\.........\.....\tgprecord.mat
.........\.........\.....\tmlprecord.mat
.........\.........\demo_2class.m
.........\.........\demo_2class.m~
.........\.........\demo_2classgp.m
.........\.........\demo_2classgp.m~
.........\.........\demo_2ingp.m
.........\.........\demo_2input.m
.........\.........\demo_3class.m
.........\.........\demo_3class.m~
.........\.........\demo_rjmcmc.m
.........\.........\demo_rjmcmc.m~
.........\.........\demo_rjmcmcgp.m
.........\.........\demo_rjmcmcgp.m~
.........\.........\demo_tgp.m
.........\.........\demo_tmlp.m
.........\.........\digamma1.mexaxp
.........\.........\digamma1.mexlx
.........\.........\digamma1.mexsol
.........\.........\dirrand.dll
.........\.........\dirrand.m
.........\.........\dirrand.mexaxp
.........\.........\dirrand.mexglx
.........\.........\dir_e.m
.........\.........\dir_lpdf.m
.........\.........\dir_pdf.m
.........\.........\exprand.dll
.........\.........\exprand.m
.........\.........\exprand.mexaxp
.........\.........\exprand.mexglx
.........\.........\fort.6
.........\.........\gamrand.dll
.........\.........\gamrand.m
.........\.........\gamrand.mexaxp
.........\.........\gamrand.mexglx
.........\.........\gamrand1.dll
.........\.........\gamrand1.m
.........\.........\gamrand1.mexaxp
.........\.........\gamrand1.mexglx
.........\.........\gam_cdf.m
.........\.........\gam_lpdf.m
.........\.........\gam_pdf.m