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Fix #1914. 

Also the first input argument of was wrong (we do not pass bayestopt_
anymore but only the list of estimated parameter names, field `name`).
covariance-quadratic-approximation
Stéphane Adjemian (Guts) 2023-12-15 12:43:56 +01:00
parent 9225e6b6df
commit 4a6783c690
Signed by: stepan
GPG Key ID: 295C1FE89E17EB3C
2 changed files with 2 additions and 4 deletions
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4
matlab/estimation/check_posterior_sampler_options.m
View File

@ -464,12 +464,10 @@ if ~strcmp(posterior_sampler_options.posterior_sampling_method,'slice')
end
if options_.load_mh_file && posterior_sampler_options.use_mh_covariance_matrix
[~, invhess] = compute_mh_covariance_matrix(bayestopt_,fname,dname,outputFolderName);
[~, invhess] = compute_posterior_covariance_matrix(bayestopt_.name, fname, dname, outputFolderName);
posterior_sampler_options.invhess = invhess;
end
% check specific options for slice sampler
if strcmp(posterior_sampler_options.posterior_sampling_method,'slice')
invhess = posterior_sampler_options.invhess;

2
matlab/estimation/marginal_density.m
View File

@ -51,7 +51,7 @@ TotalNumberOfMhDraws = sum(record.MhDraws(:,1));
TODROP = floor(options_.mh_drop*TotalNumberOfMhDraws);
fprintf('marginal density: I''m computing the posterior mean and covariance... ');
[posterior_mean,posterior_covariance,posterior_mode,posterior_kernel_at_the_mode] = compute_mh_covariance_matrix(bayestopt_,M_.fname,M_.dname,outputFolderName);
[posterior_mean, posterior_covariance, posterior_mode, posterior_kernel_at_the_mode] = compute_posterior_covariance_matrix(bayestopt_.name, M_.fname, M_.dname, outputFolderName);
MU = transpose(posterior_mean);
SIGMA = posterior_covariance;