Set penalty equal to minus infinity in mcmc (so that the probability of discarding vectors of
deep parameters such that the steady state does not exist, does not satisfy BK conditions,... is one).time-shift
parent
e511f575a0
commit
2a1889b508
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@ -26,6 +26,8 @@ global bayestopt_ estim_params_ options_ M_ oo_
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struct2local(myinputs);
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% (re)Set the penalty
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bayestopt_.penalty = -Inf;
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MhDirectoryName = CheckPath('metropolis');
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@ -26,6 +26,8 @@ global bayestopt_ estim_params_ options_ M_ oo_
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struct2local(myinputs);
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% (re)Set the penalty
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bayestopt_.penalty = -Inf;
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MhDirectoryName = CheckPath('metropolis');
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@ -90,7 +92,7 @@ for b = fblck:nblck,
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else
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logpost = -inf;
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end
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if (logpost > -inf) & (log(rand) < logpost-ilogpo2(b))
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if (logpost > -inf) && (log(rand) < logpost-ilogpo2(b))
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x2(irun,:) = par;
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ix2(b,:) = par;
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logpo2(irun) = logpost;
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