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Cosmetic change.

covariance-quadratic-approximation
Stéphane Adjemian (Ryûk) 2023-12-16 22:50:27 +01:00
parent 743de7da5c
commit 5d8861ff29
Signed by: stepan
GPG Key ID: 295C1FE89E17EB3C
1 changed files with 7 additions and 10 deletions
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17
matlab/estimation/posterior_sampler_initialization.m
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@ -189,10 +189,10 @@ if ~options_.load_mh_file && ~options_.mh_recover
ilogpo2 = zeros(NumberOfBlocks,1);
end
for j=1:NumberOfBlocks
validate = 0;
validate = false;
init_iter = 0;
trial = 1;
while validate == 0 && trial <= 10
while ~validate && trial <= 10
if isempty(d)
candidate = Prior.draw();
else
@ -208,20 +208,17 @@ if ~options_.load_mh_file && ~options_.mh_recover
if all(candidate(:) >= mh_bounds.lb) && all(candidate(:) <= mh_bounds.ub)
ix2(j,new_estimated_parameters) = candidate(new_estimated_parameters);
ilogpo2(j) = - feval(TargetFun,ix2(j,:)',dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,mh_bounds,oo_.dr, oo_.steady_state,oo_.exo_steady_state,oo_.exo_det_steady_state);
if ~isfinite(ilogpo2(j)) % if returned log-density is
% Inf or Nan (penalized value)
validate = 0;
else
if isfinite(ilogpo2(j)) % log density is finite
fprintf(fidlog,[' Blck ' int2str(j) ':\n']);
for i=1:length(ix2(1,:))
fprintf(fidlog,[' params:' int2str(i) ': ' num2str(ix2(j,i)) '\n']);
end
fprintf(fidlog,[' logpo2: ' num2str(ilogpo2(j)) '\n']);
validate = 1;
validate = true;
end
end
init_iter = init_iter + 1;
if init_iter > 100 && validate == 0
if ~validate && init_iter>100
fprintf('%s: I couldn''t get a valid initial value in 100 trials.\n', dispString);
if options_.nointeractive
fprintf('%s: I reduce ''mh_init_scale_factor'' by 10 percent:\n', dispString);
@ -247,8 +244,8 @@ if ~options_.load_mh_file && ~options_.mh_recover
trial = trial+1;
end
end
if trial > 10 && ~validate
fprintf('%s: I''m unable to find a starting value for block %u.', dispString,j);
if ~validate && trial>10
fprintf('%s: I''m unable to find a starting value for block %u.', dispString, j);
fclose(fidlog);
return
end