Contents.m
% MCMCSTAT toolbox for MCMC statistical analysis
% Version 1.0 2007-08-08
%
% MCMC run and plots
%
% mcmcrun - adaptive Metropolis - Hastings Markov chain Monte Carlo
% mcmcplot - plot mcmc chain
% mcmcpred - predictive calculations from the chain
% chainstats - some statistics of the chain matrix
%
% Convergence diagnostics
%
% cusum - Cusum plot
% geweke - Geweke's MCMC convergence diagnostic
% gewekeplot - Plot Geweke's diagnostic for increasing number of iterations
% psrf - Gelman-Rubin-Brooks potential scale reduction factor
% mpsrf - multivariate potential scale reduction factor
% psrfplot - plot psrf for increasing number of iterations
% hwdiag - Heidelberger-Welch MCMC convergence diagnostics
%
% Statistical functions
% elementary:
% range - range
% iqrange - interquantile range
% covupd - covariance update
% mad - median absolute deviation
% means - summary statistics for columns
% logit - logit transformation
% meantrim - trimmed mean
% plims - empirical quantiles
% binom - binomial coefficient
% cov2cor - covariance matrix into correlation matrix
% covcond - make covariance matrix with given cond number
%
% distributions: probability/density, distribution, quantile, random
% norpf, nordf, norqf, norr - Gaussian
% lognorpf, lognordf, lognorqf, lognorr - lognormal
% gammapf, gammadf, gammaqf, gammar - Gamma
% chipf, chidf, chiqf, chir - Chi squared
% tpf, tdf, tqf, tr - t
% fpf, fdf, fqf, fr - F
% invchipf, invchir - Inverse chi squared
% invchi1pf, invchi1r - Inverse chi
% cauchypf, cauchydf, cauchyqf, cauchyr - Cauchy
% betapf, betadf, betaqf, betar - Beta
% exppf, expdf, expqf, expr - Exponential
% dexppf, dexpdf, dexpr - Laplace (double exponential)
% poipf, poidf, poir - Poisson
% logipf, logidf, logir - Logistic
% extpf, extdf, extr - Extreme value
%
% bootstrap - generate bootstrap sample
%
% plots:
% density - Kernel density estimator
% density2d - 2d kernel estimator
% histp - histogram scaled as probabilities
% pairs - pairs plot
% boxplot - box plot
% qqnor - quantile-quantile plot for normality
% qqplot - general quantile-quantile plot
% xquad - integrate data using Hermite spline
% xyplot - plot two first columns of xy matrix
% removepoints- remove point from a plot
% hline - add horizontal / vertical line
% ellipse - draw an ellipse
% fillxx - fill a space between lines with a color
% fillyy - fill a space between lines with a color
% epsfile - dump figure into an eps file
% beware: not all functions are well tested!
Created: 2017-03-30 To 11:16