multiCABS

MATLAB code for “Conditional Adaptive Bayesian Spectral Analysis of Replicated Multivariate Time Series” by Li, Bruce, Wutzke and Long (2020+)

Description:

HMC (folder): Contains all necessary functions to implement multiCABS procedure using Hamiltonian Monte Carlo (HMC) sampler. See demo file in this folder to get started.
NUT (folder): Contains all necessary functions to implement multiCABS procedure using No U-Turn Sampler (NUT) sampler. See demo file in this folder to get started.

Name		Name	Last commit message	Last commit date
Latest commit History 5 Commits
HMC		HMC
NUT		NUT
LICENSE		LICENSE
README.md		README.md