Fixed integration test for the automatic tuning of mh_jscale.
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ffb36e5713
commit
03bd2b73e6
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@ -100,6 +100,6 @@ estimation(order=1, datafile='../fsdat_simul', nobs=192, loglinear, mh_replic=20
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mhdata = load('fs2000/metropolis/fs2000_mh_history_0.mat');
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if any(abs(mhdata.record.AcceptanceRatio-options_.mh_tune_jscale.target)>options_.mh_tune_jscale.c1)
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if any(abs(mhdata.record.AcceptanceRatio-options_.mh_tune_jscale.target)>options_.mh_tune_jscale.c2)
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error('Automagic tuning of the MCMC proposal scale parameter did not work as expected!')
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end
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