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slice: cosmetic changes

kalman-mex
Johannes Pfeifer 2023-09-22 08:47:36 +02:00 committed by Sébastien Villemot
parent 6d8927775b
commit 710a5fba52
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GPG Key ID: 2CECE9350ECEBE4A
1 changed files with 3 additions and 40 deletions
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43
matlab/rotated_slice_sampler.m
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@ -24,7 +24,7 @@ function [theta, fxsim, neval] = rotated_slice_sampler(objective_function,theta,
% SPECIAL REQUIREMENTS
% none
% Copyright © 2015-2017 Dynare Team
% Copyright © 2015-2023 Dynare Team
%
% This file is part of Dynare.
%
@ -51,10 +51,11 @@ end
if ~isempty(sampler_options.mode)
mm = sampler_options.mode;
n = length(mm);
distance=NaN(n,1);
for j=1:n
distance(j)=sqrt(sum((theta-mm(j).m).^2));
end
[m, im] = min(distance);
[~, im] = min(distance);
r=im;
V1 = mm(r).m;
@ -69,34 +70,6 @@ if ~isempty(sampler_options.mode)
end
resul=randperm(n-1,n-1);
V1 = V1(:,resul);
%V1 = V1(:, randperm(n-1));
% %d = chol(mm(r).invhess);
% %V1 = transpose(feval(sampler_options.proposal_distribution, transpose(mm(r).m), d, npar));
%
% V1=eye(npar);
% V1=V1(:,randperm(npar));
% for j=1:2,
% V1(:,j)=mm(r(j)).m-theta;
% V1(:,j)=V1(:,j)/norm(V1(:,j));
% end
% % Gram-Schmidt
% for j=2:npar,
% for k=1:j-1,
% V1(:,j)=V1(:,j)-V1(:,k)'*V1(:,j)*V1(:,k);
% end
% V1(:,j)=V1(:,j)/norm(V1(:,j));
% end
% for j=1:n,
% distance(j)=sqrt(sum((theta-mm(j).m).^2));
% end
% [m, im] = min(distance);
% if im==r,
% fxsim=[];
% return,
% else
% theta1=theta;
% end
else
V1 = sampler_options.V1;
end
@ -106,8 +79,6 @@ for it=1:npar
theta0 = theta;
neval(it) = 0;
xold = 0;
% XLB = thetaprior(3);
% XUB = thetaprior(4);
tb=sort([(thetaprior(:,1)-theta)./V1(:,it) (thetaprior(:,2)-theta)./V1(:,it)],2);
XLB=max(tb(:,1));
XUB=min(tb(:,2));
@ -172,12 +143,4 @@ for it=1:npar
end
end
end
% if ~isempty(sampler_options.mode),
% dist1=sqrt(sum((theta-mm(r).m).^2));
% if dist1>distance(r),
% theta=theta1;
% fxsim=[];
% end
% end
end