Merge branch 'mh_tune_test' of git.dynare.org:JohannesPfeifer/dynare
commit
3bcc59be78
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@ -19,7 +19,7 @@
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@#include "fs2000.inc"
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estimation(order=1, datafile='../fsdat_simul', nobs=192, loglinear, mh_replic=20000, mh_nblocks=2, mh_tune_jscale=0.33);
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estimation(order=1, datafile='../fsdat_simul', nobs=192, loglinear, mh_replic=10000, mh_nblocks=1, mh_tune_jscale=0.33,mh_tune_guess=0.7,plot_priors=0);
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mhdata = load('fs2000/metropolis/fs2000_mh_history_0.mat');
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@ -97,13 +97,16 @@ y_obs,R_obs(@{ilag}), -; //[ccf]
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y_obs,pie_obs(@{ilag}), -; //[ccf]
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@#endfor
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end;
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options_.prior_mc=5000;
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prior simulate;
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prior moments(distribution);
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if isoctave()
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dynare_sensitivity(prior_range=0, nodisplay, graph_format=(eps));
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dynare_sensitivity(prior_range=0, nodisplay, graph_format=(eps),Nsam=1024);
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else
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dynare_sensitivity(prior_range=0, nodisplay, graph_format=(fig));
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dynare_sensitivity(prior_range=0, nodisplay, graph_format=(fig),Nsam=1024);
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end
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/*
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