Merge branch 'mh_tune_test' of git.dynare.org:JohannesPfeifer/dynare

time-shift
Sébastien Villemot 2021-01-26 16:27:15 +01:00
commit 3bcc59be78
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2 changed files with 6 additions and 3 deletions

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@ -19,7 +19,7 @@
@#include "fs2000.inc"
estimation(order=1, datafile='../fsdat_simul', nobs=192, loglinear, mh_replic=20000, mh_nblocks=2, mh_tune_jscale=0.33);
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);
mhdata = load('fs2000/metropolis/fs2000_mh_history_0.mat');

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@ -97,13 +97,16 @@ y_obs,R_obs(@{ilag}), -; //[ccf]
y_obs,pie_obs(@{ilag}), -; //[ccf]
@#endfor
end;
options_.prior_mc=5000;
prior simulate;
prior moments(distribution);
if isoctave()
dynare_sensitivity(prior_range=0, nodisplay, graph_format=(eps));
dynare_sensitivity(prior_range=0, nodisplay, graph_format=(eps),Nsam=1024);
else
dynare_sensitivity(prior_range=0, nodisplay, graph_format=(fig));
dynare_sensitivity(prior_range=0, nodisplay, graph_format=(fig),Nsam=1024);
end
/*