Is there any laplacesdemon package equivalent for matlab

Question

R provides a very powerful package called laplacesdemon for bayesian inference using the laplace distribution. I was wondering if there is any equivalent package for Matlab?

Thanks!

Answer 1

The question was a bit short so I'm not sure if this is exactly what you are asking for but here goes:

1. No - there is no Laplacedemon equivalent in Matlab
2. Yes - there are lots of Matlab packages that partly overlap with LaplaceDemon. As I don't know exactly what you want to do my recommendation is likely to have a high variance. Having established that I suggest that you take a look at http://becs.aalto.fi/en/research/bayes/gpstuff/ :). If you feel comfortable with using MCMC directly, you can take a look at http://helios.fmi.fi/~lainema/mcmc/. (I believe that matlab has some functions for this directly in their statistics or/and econometrics toolboxes)
3. You could also run R directly from Matlab http://neurochannels.blogspot.se/2010/05/how-to-run-r-code-in-matlab.html or http://rwiki.sciviews.org/doku.php?id=tips:callingr:matlab