From 723754d05762da452b5e6159dada296eecf036ac Mon Sep 17 00:00:00 2001 From: Johannes Pfeifer Date: Wed, 8 Jul 2015 09:43:18 +0200 Subject: [PATCH] Elaborate on mode_check graphs for particle filter --- doc/dynare.texi | 5 ++++- 1 file changed, 4 insertions(+), 1 deletion(-) diff --git a/doc/dynare.texi b/doc/dynare.texi index 90a997fe3..106389a41 100644 --- a/doc/dynare.texi +++ b/doc/dynare.texi @@ -4979,7 +4979,10 @@ Note that the covariance matrices are still scaled with @ref{mh_jscale}. Default @item mode_check Tells Dynare to plot the posterior density for values around the computed mode for each estimated parameter in turn. This is helpful to -diagnose problems with the optimizer +diagnose problems with the optimizer. Note that for @code{order}>1, the +likelihood function resulting from the particle filter is not differentiable +anymore due to random chatter introduced by selecting different particles for +different parameter values. For this reason, the @code{mode_check}-plot may look wiggly. @item mode_check_neighbourhood_size = @var{DOUBLE} Used in conjunction with option @code{mode_check}, gives the width of