Modified harmonic mean: Transform hard-coded tolerance to parameter
Closes https://git.dynare.org/Dynare/dynare/issues/1666time-shift
parent
32872362b3
commit
9208bcf049
|
@ -714,6 +714,9 @@ options_.convergence.geweke.geweke_interval=[0.2 0.5];
|
||||||
options_.convergence.rafterylewis.indicator=false;
|
options_.convergence.rafterylewis.indicator=false;
|
||||||
options_.convergence.rafterylewis.qrs=[0.025 0.005 0.95];
|
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 for lmmcp solver
|
||||||
options_.lmmcp.status = false;
|
options_.lmmcp.status = false;
|
||||||
|
|
||||||
|
|
|
@ -100,7 +100,7 @@ while check_coverage
|
||||||
marginal(linee,:) = [p, lpost_mode-log(tmp/((TotalNumberOfMhDraws-TODROP)*nblck))];
|
marginal(linee,:) = [p, lpost_mode-log(tmp/((TotalNumberOfMhDraws-TODROP)*nblck))];
|
||||||
warning(warning_old_state);
|
warning(warning_old_state);
|
||||||
end
|
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')
|
fprintf('\n')
|
||||||
if increase == 1
|
if increase == 1
|
||||||
disp('Estimation::marginal density: The support of the weighting density function is not large enough...')
|
disp('Estimation::marginal density: The support of the weighting density function is not large enough...')
|
||||||
|
|
Loading…
Reference in New Issue