25 lines
525 B
Matlab
25 lines
525 B
Matlab
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function [post_mean, min_interval] = posterior_moments(x2)
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% computes mean and minimum interval from posterior draws generated by metropolis.m
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global options_
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n = size(x2,1);
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np = size(x2,2);
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post_mean = mean(x2(1:end,:))';
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n1 = round((1-options_.mh_conf_sig)*n);
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k = zeros(n1,1);
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for i = 1:np
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x3 = sort(x2(1:end,i));
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j2 = n-n1;
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for j1 = 1:n1
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k(j1) = x3(j2)-x3(j1);
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j2 = j2 + 1;
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end
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[kmin,k1] = min(k);
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min_interval(i,:) = [x3(k1) x3(k1)+kmin];
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end
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