diff --git a/matlab/random_walk_metropolis_hastings_core.m b/matlab/random_walk_metropolis_hastings_core.m index 447c29c11..394671b01 100644 --- a/matlab/random_walk_metropolis_hastings_core.m +++ b/matlab/random_walk_metropolis_hastings_core.m @@ -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{:});