An McMC matlab code for posterior calculation
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Hi all, I have the followings 1. The prior distributions ( say Normal) 2. The prior bounds (upper and lower bound for priors) 3. A function that can calculate the likelihood ( or sum-of-square errors)for each combination of parameters.
I want to find 1. The posterior distributions
I am looking for some codes that can do the McMC (markov chain monte carlo) to find the posteriors. there are some toolboxes on the web that they are always asking for "real data" and a function to predict the data. However, I have a complex function that can only directly calculate the sum-of-square errors . Can you help with some codes?
thank you
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