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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1600 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
assia 2008-01-17 13:04:35 +00:00
parent fab11fb0e0
commit 6a7eafe794
1 changed files with 6 additions and 3 deletions
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9
matlab/gmhmaxlik.m
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@ -1,5 +1,8 @@
function [PostMod,PostVar,Scale,PostMean] = ...
gmhmaxlik(ObjFun,xparam1,mh_bounds,num,iScale,info,MeanPar,VarCov,varargin)
%function [PostMod,PostVar,Scale,PostMean] = ...
%gmhmaxlik(ObjFun,xparam1,mh_bounds,num,iScale,info,MeanPar,VarCov,varargin)
% (Dirty) Global minimization routine of (minus) a likelihood (or posterior density) function.
%
% INPUTS
@ -21,7 +24,6 @@ function [PostMod,PostVar,Scale,PostMean] = ...
% an eventual metropolis-hastings algorithm.
% o PostMean [double] (p*1) vector, evaluation of the posterior mean.
%
%
% ALGORITHM
% Metropolis-Hastings with an constantly updated covariance matrix for
% the jump distribution. The posterior mean, variance and mode are
@ -57,9 +59,10 @@ function [PostMod,PostVar,Scale,PostMean] = ...
% SPECIAL REQUIREMENTS
% None.
%
%
% part of DYNARE, copyright S. Adjemian, M. Juillard (2006)
% part of DYNARE, copyright Dynare Team (2006-2008)
% Gnu Public License.
global bayestopt_ estim_params_ options_
global dsge_prior_weight % Needed if a BVAR-DSGE model is estimated.