% PURPOSE: demo of coda() % MCMC convergence diagnostics calculations % %--------------------------------------------------- % USAGE: coda_d %--------------------------------------------------- n=100; k=3; % set number of observations and variables randn('seed',10101); x = randn(n,k); b = ones(k,1); % generate data set randn('seed',20201); y = x*b + randn(n,1); ndraw = 600; nomit = 100; % set the number of draws r = [1.0 1.0 1.0]'; % prior b means R = eye(k); T = eye(k); % prior b variance rval = 2; % hetroscedastic prior for r-value prior.beta = r; prior.bcov = T; prior.rmat = R; prior.rval = rval; % get some MCMC draws result = ols_g(y,x,ndraw,nomit,prior); vnames = strvcat('beta1','beta2','beta3'); % we can print results using prt also res = coda(result.bdraw); prt_coda(res,vnames); % or print results using nargout = 0 coda(result.bdraw,vnames); % we can change default options in.q = 0.025; in.r = 0.01; in.s = 0.95; coda(result.bdraw,vnames,in);