mbe_concChains.m

function mcmcChainOut = mbe_concChains(mcmcChain)
%% mbe_concChains
%   Concatenate several MCMC chains into one.
%
% INPUT:
%   mcmcChain
%       is a structure containing one structure for every MCMC chain.
%       This is the default output of matjags.
%
% OUTPUT:
%   mcmcChainOut
%       one structure with fields for every parameter
%
% EXAMPLE:
%   mcmcChainOut = mbe_concChains(mcmcChains);

% Nils Winter (nils.winter1@gmail.com)
% Johann-Wolfgang-Goethe University, Frankfurt
% Created: 2016-03-15
% Version: v1.2 (2016-04-12)
% Matlab 8.1.0.604 (R2013a) on PCWIN
%-------------------------------------------------------------------------

% get names
names = fieldnames(mcmcChain(1,1));

% preallocate
for indNames = 1:numel(names)
    mcmcChainOut.(names{indNames}) = [];
end

% concatenate chains
for indNames = 1:size(names,1)
    for indChain = 1:size(mcmcChain.(names{1}),2)
        mcmcChainOut.(names{indNames}) = [mcmcChainOut.(names{indNames});...
            mcmcChain.(names{indNames})(:,indChain,:)];
    end
end

end