[Theta,LogPost,AR,Scale,FinalCov] = regen(Pos,NDraw,...)
Pos [ poster ] - Initialised posterior simulator object.
NDraw [ numeric ] - Length of the chain not including burn-in.
Theta [ numeric ] - MCMC chain with individual parameters in rows.
LogPost [ numeric ] - Vector of log posterior density (up to a constant) in each draw.
AR [ numeric ] - Vector of cumulative acceptance ratios in each draw.
Scale [ numeric ] - Vector of proposal scale factors in each draw.
FinalCov [ numeric ] - Final proposal covariance matrix; the final covariance matrix of the random walk step is Scale(end)^2*FinalCov.
Regeneration Times in MCMC Simulation, with Application to Adaptive Schemes," mimeo, Carnegie Mellon University.