bet.m
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Helper function for chibs.m.
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chibs.m
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An implementation of Chib's method. Uses bet.m.
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clust.m
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Helper function for mkclust.m.
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down_and_in_Call.m
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Script for down-and-in call example. Uses function down_in_call.m.
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down_in_call.m
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Performance function for the down-and-in call example.
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findneigh.m
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Finds the neighbors of a given site. Used in Potts.m.
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HDR
(folder)
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Holmes-Diaconis-Ross Method.
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Hit_and_run.m
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Hit-and-run sampler for the truncated multivariate normal
distribution. Uses normt2.m.
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independence_sampler.m
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Sampling on the surface of an ellipsoid using an independence sampler.
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logit_model.m
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Metropolis-Hastings sampling for the logit model. Uses binornd.m (statistics toolbox).
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mkclust.m
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Clusters the sites given the auxiliary variables. Used in Potts.m.
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multiple_try.m
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Multiple-try Metropolis-Hastings sampling from the bimodal two-humps density.
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normt.m
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Draws from a certain truncated normal distribution via the inverse-transform method.
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normt2.m
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Draws from another truncated normal distribution via the inverse-transform method.
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Potts.m
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Sampling from the Potts model via the Swendsen-Wang algorithm. Uses clust.m, findneigh.m, and mkclust.m.
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probit_model.m
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Sampling from the posterior of a Bayesian probit model using auxilliary variables and the grouped Gibbs sampler. Uses binornd.m (statistics toolbox) and normt.m.
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Reversible_jump.m
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Implements the reversible jump sampler for model choice in regression.
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slice_sampler.m
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Samples (approximately) from a gamma distribution via the slice sampler. Uses kde.m from Chapter 8, and gamcdf.m and gampdf.m (statistics toolbox) for plotting.
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snb_polyhedron.m
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Samples (approximately) uniformly on the surface of a polytope via the shake-and-bake sampler.
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zip.m
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Gibbs sampling for the ZIP model. Uses betarnd.m, gamrnd.m, and poissrnd.m (statistics toolbox).
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