Models
This page contains code for posterior simulators that are part of the
Bayesian Analysis, Computation and Communication software. The page is
organised by the language in which the code is written. Currently
available.
- FORTRAN. fortran source code, link statements and sample input and
output files for models.
- DOS. executable modules for PC compatibles running DOS 5.0 or later.
Consult corresponding FORTRAN directory for sample input files. Note:
These executables were created using Microsoft Fortran Powerstation v1.0.
The modules require a 32-bit environment to run. If your machine is not
32-bit then they require the following dos executable files in the
path.
- WORKSTATIONS. Code for use on Sun-Ultra workstations with license for IMSL
software.
Within each directory, you can find the following models
- fmc1 - First order discrete Markov chain
- mvr1 - Multivariate linear regression model with independent
disturbances
- probit - Conventional probit model
- sur1 - Seemingly unrelated regressions model with independent
disturbances
- uvr1 - Normal linear regression model with independent
disturbances
- uvr3 - Normal linear regression model with AR(p) normal
disturbances
Index
FORTRAN
Index
Driver routine
All of the models use the following driver routine. The driver routine mcmc calls cpd.f for each model. To build an executable for each model, the user should link the following driver with the routines for the appropriate model.
fmc1
- cpd.f
(fortran source code for the posterior simulator subroutine for fmc1)
- datafmc1
(sample input file for fmc1)
- fmc1
(Sun-20 executable file for fmc1)
- fmc1in
(sample input file for fmc1)
- momin
(sample input file for moment)
- momout
(sample output file from moment)
- fmc1out
(sample output file from fmc1)
- priorfmc1
(sample input file for fmc1)
- simfmc1
(sample output file from fmc1)
mlike version for fmc1
The marginalized likelihood for this model can be calculated by hand. It is
reported as an output of fmc1.
mvr1
- cpd.f
(fortran source code for the posterior simulator subroutine for mvr1)
- datamvr1
(sample input file for mvr1)
- mvr1
(Sun-20 executable file for mvr1)
- mvr1in
(sample input file for mvr1)
- momin
(sample input file for moment)
- momout
(sample output file from moment)
- mvr1out
(sample output file from mvr1)
- priormvr1
(sample input file for mvr1)
- simmvr1
(sample output file from mvr1)
mlike version for mvr1
Files needed to compile mlikemvr1
Sample input and output files for mlikemvr1
- mlikemvr1(Sun-Ultra executable- independent of IMSL)
- mlin(sample input file for mlikemvr1)
- mloutmvr1(Sample output file for mlikemvr1)
- mlsimmvr1(Sample simulation output file from mlikemvr1)
pbt1
- cpd.f
(fortran source code for the posterior simulator subroutine for pbt1)
- datapbt1
(sample input file for pbt1)
- pbt1
(Sun-20 executable file for pbt1)
- pbt1in
(sample input file for pbt1)
- momin
(sample input file for moment)
- momout
(sample output file from moment)
- pbt1out
(sample output file from pbt1)
- priorpbt1
(sample input file for pbt1)
- simpbt1
(sample output file from pbt1)
mlike version for pbt1
Files needed to compile mlikepbt1
Sample input and output files for mlikepbt1
- mlikepbt1(Sun-Ultra executable- independent of IMSL)
- mlin(sample input file for mlikepbt1)
- mloutpbt1(Sample output file for mlikepbt1)
- mlsimpbt1(Sample simulation output file from mlikepbt1)
sur1
- cpd.f
(fortran source code for the posterior simulator subroutine for sur1)
- datasur1
(sample input file for sur1)
- sur1
(Sun-20 executable file for sur1)
- sur1in
(sample input file for sur1)
- momin
(sample input file for moment)
- momoutsur1
(sample output file from moment)
- sur1out
(sample output file from sur1)
- priorsur1
(sample input file for sur1)
- simsur1
(sample output file from sur1)
mlike version for sur1
Files needed to compile mlikesur1
Sample input and output files for mlikesur1
- mlikesur1(Sun-Ultra executable- independent of IMSL)
- mlin(sample input file for mlikesur1)
- mloutsur1(Sample output file for mlikesur1)
- mlsimsur1(Sample simulation output file from mlikesur1)
uvr1
- cpd.f
(fortran source code for the posterior simulator subroutine for uvr1)
- datauvr1
(sample input file for uvr1)
- uvr1
(Sun-20 executable file for uvr1)
- uvr1in
(sample input file for uvr1)
- momin
(sample input file for moment)
- momoutuvr1
(sample output file from moment)
- uvr1out
(sample output file from uvr1)
- prioruvr1
(sample input file for uvr1)
- simuvr1
(sample output file from uvr1)
mlike version for uvr1
Files needed to compile mlikeuvr1
Sample input and output files for mlikeuvr1
- mlikeuvr1(Sun-Ultra executable- independent of IMSL)
- mlinuvr1(sample input file for mlikeuvr1)
- mloutuvr1(Sample output file from mlikeuvr1)
- mlsimuvr1(Sample simulation output file from mlikeuvr1)
uvr3
- cpd.f
(fortran source code for the posterior simulator subroutine for uvr3)
- datauvr3
(sample input file for uvr3)
- uvr3
(Sun-20 executable file for uvr3)
- uvr3in
(sample input file for uvr3)
- momin
(sample input file for moment)
- momout
(sample output file from moment)
- uvr3out
(sample output file from uvr3)
- prioruvr3
(sample input file for uvr3)
- simuvr3
(sample output file from uvr3)
mlike version for uvr3
Files needed to compile mlikeuvr3
Sample input and output files for mlikeuvr3
- mlikeuvr3(Sun-Ultra executable- independent of IMSL)
- mlin(sample input file for mlikeuvr3)
- mloutuvr3(Sample output file for mlikeuvr3)
- mlsimuvr3(Sample simulation output file from mlikeuvr3)
DOS
DOS versions of MLIKE for each model
Workstations
These executable files are compiled with IMSL on a Sun-Ultra workstation. They can be used on Gibbs and Daedalus while in the IMSL environment.It may happen that the files will not be executable after downloading. To make the file executable, type chmo
d 711 [filename]
Mlike
The following are versions of MLIKE that are specific to each model. They
were compiled on a Sun-Ultra with IMSL.