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Fix location of TaRB options

time-shift
Johannes Pfeifer 2016-05-15 14:18:03 +02:00
parent 413a264b21
commit 90ab263587
2 changed files with 3 additions and 3 deletions
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2
matlab/posterior_sampler_core.m
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@ -99,7 +99,7 @@ if strcmpi(ProposalFun,'rand_multivariate_normal')
sampler_options.n = npar;
sampler_options.ProposalDensity = 'multivariate_normal_pdf';
elseif strcmpi(ProposalFun,'rand_multivariate_student')
sampler_options.n = options_.student_degrees_of_freedom;
sampler_options.n = sampler_options.student_degrees_of_freedom;
sampler_options.ProposalDensity = 'multivariate_student_pdf';
end

4
matlab/posterior_sampler_iteration.m
View File

@ -70,7 +70,7 @@ switch posterior_sampling_method
%% randomize indices for blocking in this iteration
global objective_function_penalty_base
indices=randperm(npar)';
blocks=[1; (1+cumsum((rand(length(indices)-1,1)>(1-options_.TaRB.new_block_probability))))];
blocks=[1; (1+cumsum((rand(length(indices)-1,1)>(1-sampler_options.new_block_probability))))];
nblocks=blocks(end,1); %get number of blocks this iteration
current_draw=last_draw'; %get starting point for current draw for updating
blocked_draws_counter=0;
@ -79,7 +79,7 @@ switch posterior_sampling_method
blocked_draws_counter=blocked_draws_counter+1;
nxopt=length(indices(blocks==block_iter,1)); %get size of current block
par_start_current_block=current_draw(indices(blocks==block_iter,1));
[xopt_current_block, fval, exitflag, hess_mat_optimizer, options_, Scale] = dynare_minimize_objective(@TaRB_optimizer_wrapper,par_start_current_block,options_.TaRB.mode_compute,options_,[mh_bounds.lb(indices(blocks==block_iter,1),1) mh_bounds.ub(indices(blocks==block_iter,1),1)],bayestopt_.name,bayestopt_,[],...
[xopt_current_block, fval, exitflag, hess_mat_optimizer, options_, Scale] = dynare_minimize_objective(@TaRB_optimizer_wrapper,par_start_current_block,sampler_options.mode_compute,options_,[mh_bounds.lb(indices(blocks==block_iter,1),1) mh_bounds.ub(indices(blocks==block_iter,1),1)],bayestopt_.name,bayestopt_,[],...
current_draw,indices(blocks==block_iter,1),TargetFun,...% inputs for wrapper
varargin{:}); %inputs for objective
objective_function_penalty_base=Inf; %reset penalty that may have been changed by optimizer