mode_compute = 10 calls simpsa algorithm.
parent
9428007bcb
commit
3f16129e49
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@ -407,7 +407,9 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
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[x, fval, COUNTEVAL, STOPFLAG, OUT, BESTEVER] = cmaes(func2str(objective_function),xparam1,H0,options_.cmaes,dataset_,options_,M_,estim_params_,bayestopt_,oo_);
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[x, fval, COUNTEVAL, STOPFLAG, OUT, BESTEVER] = cmaes(func2str(objective_function),xparam1,H0,options_.cmaes,dataset_,options_,M_,estim_params_,bayestopt_,oo_);
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xparam1=BESTEVER.x;
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xparam1=BESTEVER.x;
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disp(sprintf('\n Objective function at mode: %f',fval))
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disp(sprintf('\n Objective function at mode: %f',fval))
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case 10
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case 10
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[xparam1, fval, exitflag] = simpsa(func2str(objective_function),xparam1,-inf(size(xparam1)),inf(size(xparam1)),[],dataset_,options_,M_,estim_params_,bayestopt_,oo_);
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case 11
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options_.cova_compute = 0 ;
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options_.cova_compute = 0 ;
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[xparam1,stdh,lb_95,ub_95,med_param] = online_auxiliary_filter(xparam1,dataset_,options_,M_,estim_params_,bayestopt_,oo_) ;
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[xparam1,stdh,lb_95,ub_95,med_param] = online_auxiliary_filter(xparam1,dataset_,options_,M_,estim_params_,bayestopt_,oo_) ;
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case 101
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case 101
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