Metropolis-Hastings Monte Carlo Markov chain algorithm

Algorithm to generate a Metropolis-Hastings Monte Carlo Markov chain, ready to generate cool MCMC video
626 descargas
Actualizado 11 Jul 2020

Ver licencia

Easy algorithm to generate a Metropolis-Hastings Monte Carlo Markov chain that, given a probability density function (pdf), generate a Markow chain. The function enables the user to select the pdf, using a function handler @(x), and it enables to choose a sampler between uniform and gaussian. The example code also shows how to plot the Markow process just generated and it enables to convert the process into a cool video where you can follow the behaviour of your MCMC.

Make sure to read the comments inside the functions.

Citar como

Eugenio Bertolini (2024). Metropolis-Hastings Monte Carlo Markov chain algorithm (https://www.mathworks.com/matlabcentral/fileexchange/78017-metropolis-hastings-monte-carlo-markov-chain-algorithm), MATLAB Central File Exchange. Recuperado .

Compatibilidad con la versión de MATLAB
Se creó con R2019b
Compatible con cualquier versión desde R2019b
Compatibilidad con las plataformas
Windows macOS Linux

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

MetropolisHastings_MCMC

Versión Publicado Notas de la versión
1.0.1

Changed image preview

1.0.0