Programming the statistical procedures from SAS

PROC MCMC - Plots for prior, likelihood and posterior densities

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PROC MCMC - Plots for prior, likelihood and posterior densities

I just want to know if there's a way to plot the densities for the prior, likelihood and posterior densities on the same plot, using MCMC. For example, if I use an inverse Gamma prior, I can use SAS/IML (one way to do it) to sample from an inverse Gamma distribution and then plot it. Is there a way to generate these densities using MCMC?

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