We have provided some sample code to help you understand MCMC techniques such as Gibbs sampling, Metropolis, and Gibbs-Metropolis.
Note that all of the faculty examples use the data in faculty.dat
In the following example, Gibbs sampling is used with sampling from the complete conditionals.
In the following example, the Metropolis algorithm is used to sample from a Cauchy distribution.
This code implements a combo MCMC algorithm using Gibbs sampling, with Metropolis sampling at each node:
Evilplot files are listed below. A simple way to get everything needed for evilplot is to run the following command:
git clone git://aml.cs.byu.edu/evilplot.git