question about Gibbs sampling

Here is an email I got yesterday

Voila ma question: Comment programmer avec le Matlab la fonction de densité a posteriori (n’est pas de type connu qui égale au produit la fonction de vraisemblance et la densité de la loi a priori) pour calculer la valeur de cette fonction en un point theta=x (theta est le paramètre a estimer) en fixant les autres paramètres.

Here is my question: How to program with Matlab the posterior density function (which is not of a well-known type and which equals the product of the likelihood function by the prior density) for calculating the value of this function at a point theta = x (theta is the parameter estimate) while keeping the other parameters fixed.

which is a bit naïve, especially the Matlab part… I answered that the programming issue was kind of straightforward when the computation of both the prior density function and the likelihood function was feasible. (With Matlab or any other language.)