MATLAB code for “Conditional Adaptive Bayesian Spectral Analysis of Replicated Multivariate Time Series” by Li, Bruce, Wutzke and Long (2020+)
- HMC (folder): Contains all necessary functions to implement multiCABS procedure using Hamiltonian Monte Carlo (HMC) sampler. See demo file in this folder to get started.
- NUT (folder): Contains all necessary functions to implement multiCABS procedure using No U-Turn Sampler (NUT) sampler. See demo file in this folder to get started.