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Document the options of gmhmaxlik (mode_compute=6).

time-shift
Stéphane Adjemian (Charybdis) 2013-10-04 16:12:43 +02:00
parent 51be957fb6
commit 994186797a
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doc/dynare.texi
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@ -4535,7 +4535,32 @@ Initial approximation for the inverse of the Hessian matrix of the posterior ker
@end table
@item
@item 6
Available options are:
@table @code
@item 'NumberOfMh'
Number of MCMC run sequentially. Default: @code{3}
@item 'ncov-mh'
Number of iterations used for updating the covariance matrix of the jumping distribution. Default: @code{20000}
@item 'nscale-mh'
Maximum number of iterations used for adjusting the scale parameter of the jumping distribution. @code{200000}
@item 'nclimb'
Number of iterations in the last MCMC (climbing mode).
@item 'InitialCovarianceMatrix'
Initial covariance matrix of the jumping distribution. Default is @code{'previous'} if option @code{mode_file} is used, @code{'prior'} otherwise.
@item 'AcceptanceRateTarget'
A real number between zero and one. The scale parameter of the jumping distribution is adjusted so that the effective acceptance rate matches the value of option @code{'AcceptanceRateTarget'}. Default: @code{1.0/3.0}
@end table
@end table