IRIS Toolbox Reference Manual

regen

Regeneration time MCMC Metropolis posterior simulator

Syntax

[Theta,LogPost,AR,Scale,FinalCov] = regen(Pos,NDraw,...)

Input arguments

Output arguments

Options

References

Brockwell, A.E., and Kadane, J.B., 2004. "Identification of

Regeneration Times in MCMC Simulation, with Application to Adaptive Schemes," mimeo, Carnegie Mellon University.

Example