I'm interested in running MCMC for empirical data matrix of size 250x100.
Though I can readily understand the basic process given you know the joint
density function, I'm stuck trying to adapt that methodology when you want to
use empirical densities? Reading Robert and Casella's "Introducing MonteCarlo
Methods in R" and Jim Albert's "Bayesian Computation with R", the examples they
give assume you have a function/analytical form for the joint densities. With
empirical data, there is no analytical form. Any help or comments you could
give would be grand.
Steve
[[alternative HTML version deleted]]
_______________________________________________
[email protected] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should
go.
