/Posterior-Distribution-of-Nondifferentiable-Functions

This GitHub repository contains supplementary materials for the paper Kitagawa, T., Montiel-Olea, J. and Payne, J. "Posterior Distribution of Nondifferentiable functions". (2017)

Primary LanguageMATLAB

Posterior-Distribution-of-Nondifferentiable-Functions

This GitHub repository contains supplementary materials for the paper Kitagawa, T., Montiel-Olea, J. and Payne, J. "Posterior Distribution of Nondifferentiable functions". (2017)

Materials included:

  • The Figures folder contains the code for generating the Figures in the paper and the online appendix
  • The Appendix folder contains a copy of the online appendix

Instructions:

  • All code has been written in matlab
  • You can run the code located in one of the Figures subdirectories by:
    1. Setting the desired subdirectory as your current working directory in Matlab
    2. Running the RunFile in that subdirectory.

Comments:

  • The parameter values have been reduced in the code so that it can run more quickly. If you want to match the exact figures from the paper, then you will need to increase the parameter values to the numbers described in the code annotation.