MCMC Diagnostics

swMATH ID: 28689
Software Authors: Särkkä S, Aki V
Description: MCMC Diagnostics for MATLAB. n 1999 Simo Särkkä implemented several Markov chain Monte Carlo (MCMC) convergence diagnostics in Matlab at Laboratory of Computational Engineering. Later Aki Vehtari added additonal functions, fixed bugs and improved the documentation.
Homepage: http://becs.aalto.fi/en/research/bayes/mcmcdiag/
Dependencies: Matlab
Related Software: PACE; fdaM; bspline; R2WinBUGS; GPFDA; fda (R); fda.usc; WinBUGS; Matlab; BFDA
Cited in: 0 Publications