% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
switchMCMC_jumping_covariance
case'hessian'% do nothing and use hessian from previous mode optimization
case'prior_variance'% use prior variance
ifany(isinf(bayestopt_.p2))
error('%s: Infinite prior variances detected. You cannot use the prior variances as the proposal density, if some variances are Inf.',stringForErrors);
error(['%s: No matrix named ''jumping_covariance'' could be found in ',options_.MCMC_jumping_covariance,'.mat!'],stringForErrors);
end
[nrow,ncol]=size(hess);
if~isequal(nrow,ncol)&&~isequal(nrow,xparam_nbr)% check if square and right size
error(['%s: ''jumping_covariance'' matrix (loaded from ',options_.MCMC_jumping_covariance,'.mat) must be square and have ',num2str(xparam_nbr),' rows and columns!'],stringForErrors);
end
try% check for positive definiteness
chol(hess);
hsd=sqrt(diag(hess));
invhess=inv(hess./(hsd*hsd'))./(hsd*hsd');
catch
error('%s: Specified ''MCMC_jumping_covariance'' is not positive definite!',stringForErrors);