Many thanks for your patience Professor !
Following your post, I checked the ‘‘posterior_sampler.m’’ function . As you said it is involving.
It is a good excercise though.
When /and/ if you get some free time may I asK:
what would be the ‘‘TargetFun’’ and ‘‘ProposalFun’’ in this case (from the list below of the inputs of the ‘‘posterior_sampler’’ ).
I am trying to se how I can do the first step only, i,.e (recall the posterior parameters from both estimations)