header updated
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1600 ac1d8469-bf42-47a9-8791-bf33cf982152time-shift
parent
fab11fb0e0
commit
6a7eafe794
|
@ -1,5 +1,8 @@
|
||||||
function [PostMod,PostVar,Scale,PostMean] = ...
|
function [PostMod,PostVar,Scale,PostMean] = ...
|
||||||
gmhmaxlik(ObjFun,xparam1,mh_bounds,num,iScale,info,MeanPar,VarCov,varargin)
|
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.
|
% (Dirty) Global minimization routine of (minus) a likelihood (or posterior density) function.
|
||||||
%
|
%
|
||||||
% INPUTS
|
% INPUTS
|
||||||
|
@ -21,7 +24,6 @@ function [PostMod,PostVar,Scale,PostMean] = ...
|
||||||
% an eventual metropolis-hastings algorithm.
|
% an eventual metropolis-hastings algorithm.
|
||||||
% o PostMean [double] (p*1) vector, evaluation of the posterior mean.
|
% o PostMean [double] (p*1) vector, evaluation of the posterior mean.
|
||||||
%
|
%
|
||||||
%
|
|
||||||
% ALGORITHM
|
% ALGORITHM
|
||||||
% Metropolis-Hastings with an constantly updated covariance matrix for
|
% Metropolis-Hastings with an constantly updated covariance matrix for
|
||||||
% the jump distribution. The posterior mean, variance and mode are
|
% the jump distribution. The posterior mean, variance and mode are
|
||||||
|
@ -57,9 +59,10 @@ function [PostMod,PostVar,Scale,PostMean] = ...
|
||||||
% SPECIAL REQUIREMENTS
|
% SPECIAL REQUIREMENTS
|
||||||
% None.
|
% None.
|
||||||
%
|
%
|
||||||
%
|
% part of DYNARE, copyright Dynare Team (2006-2008)
|
||||||
% part of DYNARE, copyright S. Adjemian, M. Juillard (2006)
|
|
||||||
% Gnu Public License.
|
% Gnu Public License.
|
||||||
|
|
||||||
|
|
||||||
global bayestopt_ estim_params_ options_
|
global bayestopt_ estim_params_ options_
|
||||||
global dsge_prior_weight % Needed if a BVAR-DSGE model is estimated.
|
global dsge_prior_weight % Needed if a BVAR-DSGE model is estimated.
|
||||||
|
|
||||||
|
|
Loading…
Reference in New Issue