Merge branch 'mh_tune_test' of git.dynare.org:JohannesPfeifer/dynare
commit
3bcc59be78
|
@ -19,7 +19,7 @@
|
||||||
|
|
||||||
@#include "fs2000.inc"
|
@#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');
|
mhdata = load('fs2000/metropolis/fs2000_mh_history_0.mat');
|
||||||
|
|
||||||
|
|
|
@ -97,13 +97,16 @@ y_obs,R_obs(@{ilag}), -; //[ccf]
|
||||||
y_obs,pie_obs(@{ilag}), -; //[ccf]
|
y_obs,pie_obs(@{ilag}), -; //[ccf]
|
||||||
@#endfor
|
@#endfor
|
||||||
end;
|
end;
|
||||||
|
|
||||||
|
options_.prior_mc=5000;
|
||||||
|
|
||||||
prior simulate;
|
prior simulate;
|
||||||
prior moments(distribution);
|
prior moments(distribution);
|
||||||
|
|
||||||
if isoctave()
|
if isoctave()
|
||||||
dynare_sensitivity(prior_range=0, nodisplay, graph_format=(eps));
|
dynare_sensitivity(prior_range=0, nodisplay, graph_format=(eps),Nsam=1024);
|
||||||
else
|
else
|
||||||
dynare_sensitivity(prior_range=0, nodisplay, graph_format=(fig));
|
dynare_sensitivity(prior_range=0, nodisplay, graph_format=(fig),Nsam=1024);
|
||||||
end
|
end
|
||||||
|
|
||||||
/*
|
/*
|
||||||
|
|
Loading…
Reference in New Issue