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Make load_mh_file honor use_mh_covariance option

time-shift
Johannes Pfeifer 2021-01-20 10:20:18 +01:00
parent 78a4bca383
commit 32bdb82cf8
2 changed files with 24 additions and 19 deletions
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2
matlab/default_option_values.m
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@ -425,7 +425,7 @@ options_.smoother = false;
options_.posterior_max_subsample_draws = 1200;
options_.sub_draws = [];
options_.ME_plot_tol=1e-6;
% options_.use_mh_covariance_matrix = 0;
options_.use_mh_covariance_matrix = false;
options_.gradient_method = 2; %used by csminwel and newrat
options_.gradient_epsilon = 1e-6; %used by csminwel and newrat
options_.posterior_sampler_options.sampling_opt = []; %extended set of options for individual posterior samplers

41
matlab/posterior_sampler_initialization.m
View File

@ -490,24 +490,29 @@ elseif options_.mh_recover
end
function [d,bayestopt_]=set_proposal_density_to_previous_value(record,options_,bayestopt_,d)
if isfield(record,'ProposalCovariance') && isfield(record,'ProposalCovariance')
if isfield(record,'MCMC_sampler')
if ~strcmp(record.MCMC_sampler,options_.posterior_sampler_options.posterior_sampling_method)
error(fprintf('Estimation::mcmc: The posterior_sampling_method differs from the one of the original chain. Please reset it to %s',record.MCMC_sampler))
if ~options_.use_mh_covariance_matrix
if isfield(record,'ProposalCovariance') && isfield(record,'ProposalScaleVec')
if isfield(record,'MCMC_sampler')
if ~strcmp(record.MCMC_sampler,options_.posterior_sampler_options.posterior_sampling_method)
error(fprintf('Estimation::mcmc: The posterior_sampling_method differs from the one of the original chain. Please reset it to %s',record.MCMC_sampler))
end
end
fprintf('Estimation::mcmc: Recovering the previous proposal density.\n')
d=record.ProposalCovariance;
bayestopt_.jscale=record.ProposalScaleVec;
else
if ~isequal(options_.posterior_sampler_options.posterior_sampling_method,'slice')
% pass through input d unaltered
if options_.mode_compute~=0
fprintf('Estimation::mcmc: No stored previous proposal density found, continuing with the one implied by mode_compute\n.');
elseif ~isempty(options_.mode_file)
fprintf('Estimation::mcmc: No stored previous proposal density found, continuing with the one implied by the mode_file\n.');
else
error('Estimation::mcmc: No stored previous proposal density found, no mode-finding conducted, and no mode-file provided. I don''t know how to continue')
end
end
end
fprintf('Estimation::mcmc: Recovering the previous proposal density.\n')
d=record.ProposalCovariance;
bayestopt_.jscale=record.ProposalScaleVec;
else
if ~isequal(options_.posterior_sampler_options.posterior_sampling_method,'slice')
% pass through input d unaltered
if options_.mode_compute~=0
fprintf('Estimation::mcmc: No stored previous proposal density found, continuing with the one implied by mode_compute\n.');
elseif ~isempty(options_.mode_file)
fprintf('Estimation::mcmc: No stored previous proposal density found, continuing with the one implied by the mode_file\n.');
else
error('Estimation::mcmc: No stored previous proposal density found, no mode-finding conducted, and no mode-file provided. I don''t know how to continue')
end
end
end
% pass through input d unaltered
fprintf('Estimation::mcmc: use_mh_covariance_matrix specified, continuing with proposal density implied by the previous MCMC run.\n.');
end