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MS-SBVAR: change default for drop option

time-shift
Houtan Bastani 2011-09-15 15:05:44 -04:00
parent 85d56423ab
commit ab7003f8c8
2 changed files with 4 additions and 3 deletions
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2
matlab/ms-sbvar/initialize_ms_sbvar_options.m
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@ -87,8 +87,8 @@ options_.ms.random_function_convergence_criterion = 0.1;
options_.ms.random_parameter_convergence_criterion = 0.1;
% simulation
options_.ms.mh_replic = 10000; % default differs from Dan's code
options_.ms.drop = 0.1*options_.ms.mh_replic;
options_.ms.thinning_factor = 1;
options_.ms.drop = 0.1*options_.ms.mh_replic*options_.ms.thinning_factor;
options_.ms.adaptive_mh_draws = 30000;
% mdd
options_.ms.mdd_proposal_draws = 100000;

5
preprocessor/ComputingTasks.cc
View File

@ -966,10 +966,11 @@ MSSBVARSimulationStatement::writeOutput(ostream &output, const string &basename)
// Redeclare drop option if necessary
OptionsList::num_options_t::const_iterator mh_replic_it = options_list.num_options.find("ms.mh_replic");
OptionsList::num_options_t::const_iterator thinning_factor_it = options_list.num_options.find("ms.thinning_factor");
OptionsList::num_options_t::const_iterator drop_it = options_list.num_options.find("ms.drop");
if (mh_replic_it != options_list.num_options.end())
if (mh_replic_it != options_list.num_options.end() || thinning_factor_it != options_list.num_options.end())
if (drop_it == options_list.num_options.end())
output << "options_.ms.drop = 0.1*options_.ms.mh_replic;" << endl;
output << "options_.ms.drop = 0.1*options_.ms.mh_replic*options_.ms.thinning_factor;" << endl;
output << "[options_, oo_] = ms_simulation(M_, options_, oo_);" << endl;
}