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metropolis: factorizing computation of covariance of proposal

time-shift
JUILLARD Michel 2010-09-15 08:59:51 +02:00
parent f6aace084b
commit 243006b2d7
1 changed files with 3 additions and 2 deletions
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5
matlab/random_walk_metropolis_hastings_core.m
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@ -118,7 +118,8 @@ end
%%%%
%%%% NOW i run the (nblck-fblck+1) metropolis-hastings chains
%%%%
jscale = diag(bayestopt_.jscale);
proposal_covariance = d*diag(bayestopt_.jscale);
jloop=0;
@ -159,7 +160,7 @@ for b = fblck:nblck,
irun = fline(b);
j = 1;
while j <= nruns(b)
par = feval(ProposalFun, ix2(b,:), d * jscale, n);
par = feval(ProposalFun, ix2(b,:), proposal_covariance, n);
if all( par(:) > mh_bounds(:,1) ) & all( par(:) < mh_bounds(:,2) )
try
logpost = - feval(TargetFun, par(:),varargin{:});