开源软件名称（OpenSource Name）：

开源软件地址(OpenSource Url)：

开源编程语言(OpenSource Language)：

开源软件介绍(OpenSource Introduction)：

MCMC toolbox for Matlab

The MCMCSTAT package contains a set of Matlab functions for some Bayesian analyses of mathematical models by Markov chain Monte Carlo simulation. This code might be useful to you if you are already familiar with Matlab and want to do MCMC analysis using it.

This toolbox provides tools to generate and analyse Metropolis-Hastings MCMC chains using multivariate Gaussian proposal distribution. The covariance matrix of the proposal distribution can be adapted during the simulation according to adaptive schemes described in the references.

H. Haario, M. Laine, A. Mira and E. Saksman, 2006. DRAM: Efficient adaptive MCMC, Statistics and Computing 16, pp. 339-354. doi: 10.1007/s11222-006-9438-0

H. Haario, E. Saksman and J. Tamminen, 2001. An adaptive Metropolis algorithm Bernoulli 7, pp. 223-242. doi: 10.2307/3318737

See https://mjlaine.github.io/mcmcstat/ for some more details.

[email protected]