Added the possibility to initialize the estimated parameters to the prior mode instead of the (default) prior mean.
parent
6ea8dd4935
commit
50e9422c34
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@ -212,6 +212,7 @@ end
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options_.filter_covariance = 0;
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options_.filter_covariance = 0;
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options_.filter_decomposition = 0;
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options_.filter_decomposition = 0;
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options_.selected_variables_only = 0;
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options_.selected_variables_only = 0;
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options_.initialize_estimated_parameters_with_the_prior_mode = 0;
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% Misc
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% Misc
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options_.conf_sig = 0.6;
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options_.conf_sig = 0.6;
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oo_.exo_simul = [];
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oo_.exo_simul = [];
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@ -249,7 +249,17 @@ for i=1:length(k)
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end
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end
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k = find(isnan(xparam1));
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k = find(isnan(xparam1));
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xparam1(k) = bayestopt_.p1(k);
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if ~isempty(k)
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xparam1(k) = bayestopt_.p1(k);
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end
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if options_.initialize_estimated_parameters_with_the_prior_mode
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xparam1 = bayestopt_.p5;
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k = find(isnan(xparam1));% Because the uniform density do not have a mode!
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if ~isempty(k)
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xparam1(k) = bayestopt_.p1(k);
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end
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end
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% I create subfolder M_.dname/prior if needed.
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% I create subfolder M_.dname/prior if needed.
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CheckPath('prior');
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CheckPath('prior');
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