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MCM2MCMC user manual : software implementing a Markov chain Monte Carlo algorithm for uncertainty evaluation based on the Monte Carlo method of Supplement 1 to the GUM

Forbes, A B; Jagan, K; Smith, I M (2018) MCM2MCMC user manual : software implementing a Markov chain Monte Carlo algorithm for uncertainty evaluation based on the Monte Carlo method of Supplement 1 to the GUM. NPL Report. MS 20

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Abstract

This report constitutes a user manual for software developed at the National Physical Laboratory to convert a sample from a Bayesian posterior distribution corresponding to a particular choice of prior distribution derived using the Monte Carlo method, to a Bayesian posterior corresponding to a preferred prior distribution. A Metropolis-Hastings Markov chain Monte Carlo algorithm is used to achieve this conversion.

Item Type: Report/Guide (NPL Report)
NPL Report No.: MS 20
Subjects: Mathematics and Scientific Computing > Measurement Uncertainties
Divisions: Data Science
Last Modified: 18 Jun 2018 12:25
URI: http://eprintspublications.npl.co.uk/id/eprint/7948

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