MCMCPOSTPROC—MCMC Post Processor

[TomDoan]

@MCMCPOSTPROC is a "post-processor" for Markov Chain Monte Carlo statistics. The information from the draws needs to be saved into a SERIES[VECTOR]. Each entry in the stats SERIES is a VECTOR of desired statistics generated from a draw. The job of @MCMCPOSTPROC is to extract sample information for each of those desired statistics.

Note that if the number of draws is large (more than 10000), it can take quite a while to do the diagnostics and the percentiles.

MCMCPostProc.src

Detailed description