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Added routines that factor out posterior samplers into the iteration routine...
Added routines that factor out posterior samplers into the iteration routine posterior_sampler_iteration.m. It generalizes the random_walk_metropolis_hastings.m structure but adds two new items: - check_posterior_sampler_options.m which is a wrapper for method specific options (stored in options_.posterior_options) - posterior_sampler_iteration.m which is a wrapper of the individual iteration of any posterior sampler. It already embeds, with parallelization implementation: - random_walk metropolis hastings - independent metropolis hastings - slice sampler It also contains a quick fix for TARB, although the latter should be embedded in posterior_sampler_iteration.m as well. Any new posterior sampler can be simply added to posterior_sampler_iteration.m, with wrapper to specific iterations in check_posterior_sampler_options.m
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- matlab/check_posterior_sampler_options.m 116 additions, 0 deletionsmatlab/check_posterior_sampler_options.m
- matlab/posterior_sampler.m 196 additions, 0 deletionsmatlab/posterior_sampler.m
- matlab/posterior_sampler_core.m 241 additions, 0 deletionsmatlab/posterior_sampler_core.m
- matlab/posterior_sampler_initialization.m 384 additions, 0 deletionsmatlab/posterior_sampler_initialization.m
- matlab/posterior_sampler_iteration.m 93 additions, 0 deletionsmatlab/posterior_sampler_iteration.m
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