Easy algorithm to generate a Metropolis-Hastings Monte Carlo Markov chain that, given a probability density function (pdf), generate a Markow chain. The function enables the user to select the pdf, using a function handler @(x), and it enables to choose a sampler between uniform and gaussian. The example code also shows how to plot the Markow process just generated and it enables to convert the process into a cool video where you can follow the behaviour of your MCMC.

Make sure to read the comments inside the functions.