empquant.m

计量工具箱

function y = empquant(runs,q)
% PURPOSE: function called by raftery.m
%
% ------------------------------------------------
% SEE ALSO: coda(), prt()
% ------------------------------------------------
% REFERENCES: Geweke (1992), `Evaluating the accuracy of sampling-based
% approaches to the calculation of posterior moments', in J.O. Berger,
% J.M. Bernardo, A.P. Dawid, and A.F.M. Smith (eds.) Proceedings of
% the Fourth Valencia International Meeting on Bayesian Statistics,
% pp. 169-194, Oxford University Press
% Also: `Using simulation methods for Bayesian econometric models: 
% Inference, development and communication', at: www.econ.umn.edu/~bacc
% -----------------------------------------------------------------

% written by:
% James P. LeSage, Dept of Economics
% University of Toledo
% 2801 W. Bancroft St,
% Toledo, OH 43606
% [e-mail]
 
% NOTE: this code draws heavily on MATLAB programs written by
% Siddartha Chib available at: www.econ.umn.edu/~bacc
% I have repackaged it to make it easier to use.

[n junk] = size(runs);  work = sort(runs);
order = (n - 1)*q + 1.0; fract = rem(order,1.0);
low = max(fix(order),1); high = min(low+1,n);
y = (1.0 - fract)*work(low) + fract*work(high);