plotting the mcmc posterior distribution
Posted: Thu Apr 25, 2013 10:39 amHi,
I thought I could plot the posterior distribution obtained after mcmc, but I cannot find any reference to such a function.
I've seen the toolbox of Cesa-Bianchi, but 1) there are some bugs and missing functions (I think I've fixed them but...) 2) the plot for some parameters doesn't look right: parameters with beta prior show to be distributed as normal (i.e. outside the admissible range).
Is there a native Dynare function to merge all chains and generate posterior plots?
Thanks
Gianni
I thought I could plot the posterior distribution obtained after mcmc, but I cannot find any reference to such a function.
I've seen the toolbox of Cesa-Bianchi, but 1) there are some bugs and missing functions (I think I've fixed them but...) 2) the plot for some parameters doesn't look right: parameters with beta prior show to be distributed as normal (i.e. outside the admissible range).
Is there a native Dynare function to merge all chains and generate posterior plots?
Thanks
Gianni