adaptive_metropolis_hasting: lowering minimal jscale

2011-07-24 23:04:13 +02:00 · 2011-07-24 23:04:13 +02:00 · 4f3426552c
parent cd1d6ae253
commit 4f3426552c
1 changed files with 2 additions and 2 deletions
--- a/matlab/adaptive_metropolis_hastings.m
+++ b/matlab/adaptive_metropolis_hastings.m
@ -117,8 +117,8 @@ for i=1:maxit
        X = [ones(i,1) Scales(1:i)];
        b = X\(AvRates(1:i)-accept_target);
        Scales(i+1) = -b(1)/b(2);
-        if Scales(i+1) < 0.05
-            Scales(i+1) = 0.05;
+        if Scales(i+1) < 0.001
+            Scales(i+1) = 0.001;
        elseif Scales(i+1) > 2
            Scales(i+1) = 2;
        end