MCMC Methods and Functions

MCMC functions are stored in folder .../arFramework3/MCMC/

They include:

• arMC3 - MCMC sampler with covariance adaptation and exchange methods for multiple chains. The corresponding options are stored in ar.mc3

• arPlotMCMCChains - Plot MCMC Chains

• arPlotMarginalized - Plot MCMC histograms

• arPlotPLEComparisonToMCMC - Plot MCMC histograms and ple runs together to compare histograms to profiles. Please ple profiles before running this function.

• arPlotCorrelations - Plot 2D correlation structure of parameters including histograms

• arGeweke - Run Geweke convergence test on parameter sample

• arGewekePlot - Plot results of successive Geweke tests using different fractions of chain

• arGelmanRubinBrooks - Run Gelman Rubin Brooks convergence/similarity test on two parameter samples (runs)