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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1557 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
assia 2008-01-10 15:28:03 +00:00
parent 9032ffc410
commit cf6a5d6388
1 changed files with 22 additions and 1 deletions
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23
matlab/posterior_moments.m
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@ -1,6 +1,27 @@
function [post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(xx,info)
% stephane.adjemian@ens.fr [09-09-2005]
% function [post_mean, post_median, post_var, hpd_interval, post_deciles, density] = posterior_moments(xx,info)
% Computes posterior mean, median, variance, HPD interval, deciles, and density from posterior draws.
%
% INPUTS
% xx: vector of posterior draws
% info=1: estimates posterior density
% info=0: computes moments
%
% OUTPUTS
% post_mean: posterior mean
% post_median: median
% post_var: variance
% hpd_interval: HPD interval
% post_deciles: post deciles
% density: density
%
% SPECIAL REQUIREMENTS
% none
%
% part of DYNARE, copyright Dynare Team (2005-2008)
% Gnu Public License.
global options_
xx = xx(:);