[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.