This document describes the MatLab codes used to perform the simulations presented in [Salas-Gonzalez et al., 2006b] in which a fully Bayesian framework is presented for the estimation of the stable density parameters and the mixture parameters in an ?-stable mixture model. The model order is assumed unknown and is estimated using reversible jump Markov chain Monte Carlo (RJMCMC).
Bayesian mixture of stable distribution Matlab Codes v1.0
Kuruoglu E E
2007
Abstract
This document describes the MatLab codes used to perform the simulations presented in [Salas-Gonzalez et al., 2006b] in which a fully Bayesian framework is presented for the estimation of the stable density parameters and the mixture parameters in an ?-stable mixture model. The model order is assumed unknown and is estimated using reversible jump Markov chain Monte Carlo (RJMCMC).File in questo prodotto:
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