moment

The software in this page calculates the posterior means and posterior standard deviations , and assess numerical accuracy of the posterior means. A description of the methodology can be found in BACC manual. In the fortran, c, and matlab versions there is a standard input file with input records as follows:

Number of burn-in iterations;"1" if machine-readable file to be created, else 0
Name of machine-readable file to be created if "1" on line above
name of moment simulator file to be written
Column number of posterior simulator matrix for first moment
Column number of posterior simulator matrix for second moment
Column number of posterior simulator matrix for third moment
Column number of posterior simulator matrix for fourth moment
:
:
:

C routines

To run the program:

Edit the control file (i.e., momin) as specified above
Compile and link
enter the command moment < CONTROL-FILE > OUTPUT-FILE

Files needed to create executable:

Fortran Routines

To run the program:

Edit the control file described above
Compile and link
Enter the command moment < CONTROL-FILE > OUTPUT-FILE

Files needed to obtain the executable:

moment.f

Libraries needed: This routine uses IMSL. The user needs to link to IMSL or to the libraries described in LIBRARIES to generate executable.

Gauss

To run the program:

Edit the top portion of moment
Enter the command gauss -b moment

Files needed:

moment

Mathematica

To run the program:

Edit the top portion of moment.m
Enter the command math < moment.m

Files needed to obtain the executable:

Matlab

To run the program:

Edit the control file as noted above
Edit the top portion of moment.m to specify the name of the control file and the name of the output file.
Enter the command matlab < moment.m

Files needed to obtain the executable:

SPlus

To run the program:

Edit the top portion of moment
Enter the command splus BATCH moment out

Files needed to obtain the executable:

moment

Samples

Sample input and output files

sim(example simulation file)
momsim(example simulation ouput file from moment)
momout(example ouput file from moment)
momin(example input file from moment)