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Save intermediary results of the MH-based optimization routine. 

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2662 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
stepan 2009-05-07 15:20:08 +00:00
parent f06a89697d
commit 3dc04fba5f
1 changed files with 4 additions and 3 deletions
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7
matlab/dynare_estimation_1.m
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@ -450,7 +450,7 @@ if options_.mode_compute > 0 & options_.posterior_mode_estimation
end
OldPostVar = CovJump;
Scale = options_.mh_jscale;
for i=1:options_.Opt6Iter
for i=1:options_.Opt6Iter
if i == 1
if options_.Opt6Iter > 1
flag = '';
@ -497,9 +497,10 @@ if options_.mode_compute > 0 & options_.posterior_mode_estimation
disp(['Mode improvement = ' num2str(abs(OldMode-fval))])
OldMode = fval;
end
hh = inv(PostVar);
save([M_.fname '_mode.mat'],'xparam1','hh');
bayestopt_.jscale = ones(length(xparam1),1)*Scale;%??!
end
hh = inv(PostVar);
end
case 7
optim_options = optimset('display','iter','MaxFunEvals',1000000,'MaxIter',6000,'TolFun',1e-8,'TolX',1e-6);
if isfield(options_,'optim_opt')