From 4f3426552c9e42efe4dbbceb304b7fdb315bc270 Mon Sep 17 00:00:00 2001 From: Michel Juillard Date: Sun, 24 Jul 2011 23:04:13 +0200 Subject: [PATCH] adaptive_metropolis_hasting: lowering minimal jscale --- matlab/adaptive_metropolis_hastings.m | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/matlab/adaptive_metropolis_hastings.m b/matlab/adaptive_metropolis_hastings.m index 1875dac9e..41b19e6ae 100644 --- 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