Description: MCMC method is * construct appropriate sampling of markov chain and USES the monte carlo method for integral calculation, since markov chain can converge to the stationary distribution.We can set up a PI for a smooth distribution of markov chain, the chain operation after long enough, can reach steady state.The value of markov chain is equivalent to draw samples in the distribution of the PI (x).By using the method of markov chain of stochastic simulation is MCMC.
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mcmc
mcmc\About_MCMC.html
mcmc\Contents.m
mcmc\Copyright
mcmc\Version
mcmc\betalpr.m
mcmc\gamlpr.m
mcmc\index.html
mcmc\invwishirnd.m
mcmc\invwishlpr.m
mcmc\invwishpdf.m
mcmc\invwishrnd.m
mcmc\ltindex.m
mcmc\ltvec.m
mcmc\mcmcacf.m
mcmc\mcmcdemo.m
mcmc\mcmcgr.m
mcmc\mcmclt.m
mcmc\mcmcsumm.m
mcmc\mcmctrace.m
mcmc\metrop.m
mcmc\mvnormlpr.m
mcmc\mvnormrnd.m
mcmc\veclt.m
mcmc\randrand.m
mcmc\wishirnd.m
mcmc\wishrnd.m
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