adding missing function to compute mean and covariance matrix of

Metropolis sample

matlab/GetPosteriorMeanVariance.m

+function [mean,variance] = GetPosteriorMeanVariance(M,drop)
+    
+    DirectoryName = CheckPath('metropolis',M.dname);
+    o=load([ DirectoryName '/'  M.fname '_mh_history']);
+    NbrDraws = sum(o.record.MhDraws(:,1));
+    NbrFiles = sum(o.record.MhDraws(:,2));
+    NbrBlocks = o.record.Nblck;
+    mean = 0;
+    variance = 0;
+    z = [];
+    
+    fname1 = [DirectoryName '/' M.fname];
+    nkept = 0;
+    for i=1:NbrBlocks
+        n = 0;
+        for j=1:NbrFiles
+            o = load([fname1 '_mh' int2str(j) '_blck' int2str(i)]);
+            m = size(o.x2,1);
+            if n + m < drop*NbrDraws
+                n = n + m;
+                continue
+            elseif n < drop*NbrDraws
+                k = drop*NbrDraws - n + 1;
+                x2 = o.x2(k:end,:);
+            else
+                x2 = o.x2;
+            end
+            z =[z; x2];        
+            p = size(x2,1);
+            mean = (nkept*mean + sum(x2)')/(nkept+p);
+            x = bsxfun(@minus,x2,mean');
+            variance = (nkept*variance + x'*x)/(nkept+p);
+            n = n + m;
+            nkept = nkept + p;
+        end
+    end
+    
+    
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