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Modified harmonic mean: Transform hard-coded tolerance to parameter 

Closes https://git.dynare.org/Dynare/dynare/issues/1666
time-shift
Johannes Pfeifer 2019-12-12 11:49:57 +01:00
parent 32872362b3
commit 9208bcf049
2 changed files with 4 additions and 1 deletions
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3
matlab/default_option_values.m
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@ -714,6 +714,9 @@ options_.convergence.geweke.geweke_interval=[0.2 0.5];
options_.convergence.rafterylewis.indicator=false;
options_.convergence.rafterylewis.qrs=[0.025 0.005 0.95];
%tolerance for Modified Harmonic Mean estimator
options_.marginal_data_density.harmonic_mean.tolerance = 0.01;
% Options for lmmcp solver
options_.lmmcp.status = false;

2
matlab/marginal_density.m
View File

@ -100,7 +100,7 @@ while check_coverage
marginal(linee,:) = [p, lpost_mode-log(tmp/((TotalNumberOfMhDraws-TODROP)*nblck))];
warning(warning_old_state);
end
if abs((marginal(9,2)-marginal(1,2))/marginal(9,2)) > 0.01 || isinf(marginal(1,2))
if abs((marginal(9,2)-marginal(1,2))/marginal(9,2)) > options_.marginal_data_density.harmonic_mean.tolerance || isinf(marginal(1,2))
fprintf('\n')
if increase == 1
disp('Estimation::marginal density: The support of the weighting density function is not large enough...')