Fixed integration test for the automatic tuning of mh_jscale.

time-shift
Stéphane Adjemian (Charybdis) 2018-10-03 18:21:16 +02:00
parent ffb36e5713
commit 03bd2b73e6
Signed by untrusted user who does not match committer: stepan
GPG Key ID: A6D44CB9C64CE77B
1 changed files with 1 additions and 1 deletions

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@ -100,6 +100,6 @@ estimation(order=1, datafile='../fsdat_simul', nobs=192, loglinear, mh_replic=20
mhdata = load('fs2000/metropolis/fs2000_mh_history_0.mat');
if any(abs(mhdata.record.AcceptanceRatio-options_.mh_tune_jscale.target)>options_.mh_tune_jscale.c1)
if any(abs(mhdata.record.AcceptanceRatio-options_.mh_tune_jscale.target)>options_.mh_tune_jscale.c2)
error('Automagic tuning of the MCMC proposal scale parameter did not work as expected!')
end