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two steps slice sampling with rotation

time-shift
Marco Ratto 2016-04-20 12:47:40 +02:00 committed by Johannes Pfeifer
parent 0c01565298
commit 0497943f02
1 changed files with 2 additions and 0 deletions
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2
tests/fs2000/fs2000_slice.mod
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@ -72,3 +72,5 @@ varobs gp_obs gy_obs;
options_.posterior_sampling_method = 'slice';
estimation(order=1,datafile=fsdat_simul,nobs=192,loglinear,mh_replic=50,mh_nblocks=2,mh_drop=0.2,mode_compute=0,cova_compute=0);
// continue with rotated slice
estimation(order=1,datafile=fsdat_simul,nobs=192,loglinear,mh_replic=100,mh_nblocks=2,mh_drop=0.5,load_mh_file,mode_compute=0,optim=('rotated',1,'use_mh_covariance_matrix',1));