*** GENERAL SETTINGS ***
TOTAL NUMBER OF SAMPLES:
50000
BURN-IN PERIOD (SAMPLES TO BE DISCHARGED):
5000
LAG SIZE TO AVOID CORRELATION:
10
*** PRIOR DISTRIBUTION SPECIFICATIONS FOR PROBABILITY P ***
ALPHA:
1.5
BETA:
28.5
*** FILE NAMES ***
FILE NAME FOR DATA:
ibovespa.txt
FILE NAME FOR NUMBER OF BLOCKS (TO VERIFY GIBBS SAMPLING CONVERGENCE):
ibovespaB.txt
FILE NAME FOR POSTERIOR ESTIMATES OF MU & SIGMA:
ibovespaE.txt
FILE NAME FOR POSTERIOR DISTRIBUTION OF NUMBER OF BLOCKS:
ibovespaNB.txt
FILE NAME FOR THE MOST PROBABLE PARTITIONS:
ibovespaP.txt
NUMBER OF PARTITIONS TO BE PRINTED IN THE PREVIOUS FILE:
10