*** GENERAL SETTINGS ***
TOTAL NUMBER OF SAMPLES:
4600
BURN-IN PERIOD (SAMPLES TO BE DISCHARGED):
100
LAG SIZE TO AVOID CORRELATION:
1
*** PROBABILITY P ***
0.1
*** PRIOR DISTRIBUTION SPECIFICATIONS FOR PROBABILITY P ***
ALPHA: 1.1  1  5 50
50
BETA:  1.1 50 50 50
 5
*** FILE NAMES ***
FILE NAME FOR DATA:
ibovespa.txt
FILE NAME FOR NUMBER OF BLOCKS (TO VERIFY GIBBS SAMPLING CONVERGENCE):
ibovespaBL5.txt
FILE NAME FOR POSTERIOR ESTIMATES OF MU & SIGMA:
ibovespaMS5.txt
FILE NAME FOR POSTERIOR DISTRIBUTION OF NUMBER OF BLOCKS:
ibovespaNB5.txt
FILE NAME FOR MOST PROBABLE PARTITIONS:
ibovespaPR5.txt
FILE NAME FOR POSTERIOR DISTRIBUTION OF P:
ibovespaPP5.txt
FILE NAME FOR PROBABILITIES OF CHANGE:
ibovespaCP5.txt