stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Fix sample on which Geweke convergence diagnostics is computed 

Was only correct for mh_drop of 0.5
time-shift
Johannes Pfeifer 2014-01-27 10:34:13 +01:00
parent 9b17c5db4b
commit 9e99eed6da
1 changed files with 2 additions and 2 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

4
matlab/McMCDiagnostics.m
View File

@ -78,8 +78,8 @@ if nblck == 1 % Brooks and Gelman tests need more than one block
options_.convergence.geweke.geweke_interval=[0.2 0.5];
end
first_obs_begin_sample = max(1,ceil(options_.mh_drop*options_.mh_replic));
last_obs_begin_sample = first_obs_begin_sample+round(options_.convergence.geweke.geweke_interval(1)*options_.mh_replic*options_.mh_drop);
first_obs_end_sample = first_obs_begin_sample+round(options_.convergence.geweke.geweke_interval(2)*options_.mh_replic*options_.mh_drop);
last_obs_begin_sample = first_obs_begin_sample+round(options_.convergence.geweke.geweke_interval(1)*options_.mh_replic*(1-options_.mh_drop));
first_obs_end_sample = first_obs_begin_sample+round(options_.convergence.geweke.geweke_interval(2)*options_.mh_replic*(1-options_.mh_drop));
param_name=[];
for jj=1:npar
param_name = strvcat(param_name,get_the_name(jj,options_.TeX,M_,estim_params_,options_));