Merge branch 'doc_gmh' of git.dynare.org:JohannesPfeifer/dynare

Ref. !2075
2022-09-13 17:35:56 +02:00 · 2022-09-13 17:35:56 +02:00 · 6cbdf89a38
parent c8039c26d1 3493b91ead
commit 6cbdf89a38
1 changed files with 4 additions and 2 deletions
--- a/doc/manual/source/the-model-file.rst
+++ b/doc/manual/source/the-model-file.rst
@ -6900,9 +6900,11 @@ block decomposition of the model (see :opt:`block`).
                   ``'InitialCovarianceMatrix'``

                       Initial covariance matrix of the jumping
-                       distribution. Default is ``'previous'`` if
+                       distribution. It is also used to initialize the covariance 
+                       matrix during recursive updating. Default is ``'previous'`` if
                       option ``mode_file`` is used, ``'prior'``
-                       otherwise.
+                       otherwise. The user can also specify ``'identity'``, which will
+                       use an identity matrix with a diagonal of 0.1.

                   ``'nclimb-mh'``