From 994186797a5fa2b89b5bfa4e182eda15e60db6e3 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?= Date: Fri, 4 Oct 2013 16:12:43 +0200 Subject: [PATCH] Document the options of gmhmaxlik (mode_compute=6). --- doc/dynare.texi | 27 ++++++++++++++++++++++++++- 1 file changed, 26 insertions(+), 1 deletion(-) diff --git a/doc/dynare.texi b/doc/dynare.texi index bea289596..2b4fbf05e 100644 --- a/doc/dynare.texi +++ b/doc/dynare.texi @@ -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