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