MCMC FORTRAN 源程序

MCMC FORTRAN 源程序 FORTRAN routines for MCMC algorithms These files are related to the following paper: Renard, B., V. Garreta, M. Lang, and P. Bois. 2005. An empirical comparison of MCMC methods used in Bayesian inference. submitted. You will find in the MCMC.zip folder the following files: AlgoMCMC.f90, a module which contains the MCMC algorithms. tools.f90, a module which contains various functions and routines needed for MCMC implementation functions.f90, a module which contains the distributions used in a Bayesian analysis: prior, posterior, likelihood. You will need to write your own file to implement the model(s) you choose. Example.f90, the main program. This example deals with the estimation of the GEV parameters, for the annual maxima of a French river. meurthe.txt, the data.