Hi All,
I find this 'MCMC' package that can perform Markov Chain Monte Carlo simulations.
However, I found this package doesn't use much of the built-in stochastic process functions.
Also, due to my very limited knowledge of stochastic processes, I'd like to get better understanding of MCMC via a more Mathematica way.
As such, I'm wondering if such MCMC simulation can be performed with higher-level built-in stochastic functions (e.g. RandomFunction, HiddenMarkovProcess)?
Note: Cross-posted at StackExchange.
