metropolis: factorizing computation of covariance of proposal
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f6aace084b
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243006b2d7
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@ -118,7 +118,8 @@ end
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%%%%
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%%%% NOW i run the (nblck-fblck+1) metropolis-hastings chains
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%%%% NOW i run the (nblck-fblck+1) metropolis-hastings chains
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%%%%
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%%%%
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jscale = diag(bayestopt_.jscale);
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proposal_covariance = d*diag(bayestopt_.jscale);
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jloop=0;
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jloop=0;
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@ -159,7 +160,7 @@ for b = fblck:nblck,
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irun = fline(b);
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irun = fline(b);
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j = 1;
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j = 1;
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while j <= nruns(b)
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while j <= nruns(b)
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par = feval(ProposalFun, ix2(b,:), d * jscale, n);
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par = feval(ProposalFun, ix2(b,:), proposal_covariance, n);
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if all( par(:) > mh_bounds(:,1) ) & all( par(:) < mh_bounds(:,2) )
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if all( par(:) > mh_bounds(:,1) ) & all( par(:) < mh_bounds(:,2) )
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try
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try
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logpost = - feval(TargetFun, par(:),varargin{:});
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logpost = - feval(TargetFun, par(:),varargin{:});
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