Method MCMC/mhsample


  MHSAMPLE.M The Metropolis - Hastings algorithm
 
  The Metropolis-Hastings algorithm: Samples a given likelihood function.
                   
               Warning: The function mhsample does not performs sanity
                        checks on the inputs. It assumes that the given
                        data-sets are in frequency domain and correctly
                        defined.
 
     CALL:     b  = MCMC.mhsample(pl)
 
   INPUTS:     pl - parameter list
 
  OUTPUTS:     b  - pest object contatining estimated information
 
     NOTE:     The resulting pest object has its 'chain' field defined 
               with the MCMC chains. The chain is a (# of samples x 2 +
               # of parameters) numerical matrix. In the first column
               the log-likelihood values are stored, while in the second
               the SNR. The rest of them contain the parameter values.
               If the log-likelihood is a 'mfh' object, due to 
               Matlab limitations, the SNR column contains also the
               log-likelihood values. 
 
  Parameters Description      
 
  MN/NK 2013
 
Method Details
Access public
Defining Class MCMC
Sealed 0
Static 1



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