Matlab Code for Peter Hoff "A First Course in Bayesian Statistical Methods"
Matlab codes are provided for most examples starting from Chapter 3. The codes were written and tested in Matlab 2018b, and should be compatible with later Matlab versions. Statistics and Machine Learning Toolbox is required.
Some examples require the following toolbox or files from Matlab Central File Exchange
- autocorr.m requires Matlab's Econometrics Toolbox
- multiESS.m https://github.com/lacerbi/multiESS
- OrdinalRankings.m https://www.mathworks.com/matlabcentral/fileexchange/19496-rankings
- gendist.m https://www.mathworks.com/matlabcentral/fileexchange/34101-random-numbers-from-a-discrete-distribution
Reference: Peter D. Hoff, A First Course in Bayesian Statistical Methods, Springer (2009)
Use this software at your own risk.