diff --git a/matlab/gmhmaxlik.m b/matlab/gmhmaxlik.m index d4ba341e7..190426a5b 100644 --- a/matlab/gmhmaxlik.m +++ b/matlab/gmhmaxlik.m @@ -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.