Plotting the mcmc posterior distribution


I thought I could plot the posterior distribution obtained after mcmc, but I cannot find any reference to such a function.

I’ve seen the toolbox of Cesa-Bianchi, but 1) there are some bugs and missing functions (I think I’ve fixed them but…) 2) the plot for some parameters doesn’t look right: parameters with beta prior show to be distributed as normal (i.e. outside the admissible range).

Is there a native Dynare function to merge all chains and generate posterior plots?



The have to use GetPosteriorParametersStatistics.m first and then PlotPosteriorDistributions.m

Great. thanks. I’ll try it