棄却サンプリングで得たサンプルの処理プログラム

#include<oxstd.h>
#include <oxdraw.h>
//
main(){
decl ci,file,mean,n_acf,nobs,q,stdv,x;
// nobs: Number of Samples, 
// ci: Quantiles for Credible Intervals
// n_acf: # of points for ACF plot

nobs=1000;ci=<0.025,0.975>;n_acf=50;
// Read file
 file = fopen("gamma.dat");fscan(file,"%#m",nobs,1,&x);
 fclose(file);   
 mean=meanc(x);stdv=varc(x).^0.5; q=quantilec(x,ci);
 println("%r",{"Gamma"},
         "%c",{"Mean","Stdev","95%L","95%U"},
          mean'~stdv'~q');
// ACF 
 SetDrawWindow("draw1");
 DrawCorrelogram(0,x',"ACF",n_acf);
 SaveDrawWindow("acf.ps");
 CloseDrawWindow();
// Sample Path
 SetDrawWindow("draw1");
 x=x';
 DrawTMatrix(0,x[0][0:nobs-1],{"Gamma"},1,1,1);
 SaveDrawWindow("path.ps");
 CloseDrawWindow();
}

このプログラムの出力

               Mean        Stdev         95%L         95%U
Gamma        1.9913       1.4427      0.23872       5.6726