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Removed MC_record field from oo_ structure and the output argument from MCMC routines. 

Details about the MCMC can be loaded in the workspace with the following command:

>> internals --load-mh-history <NAME_OF_THE_MOD_FILE>

under the name mcmc_informations, or printed in the command window, using the following
command:

>> internals --display-mh-history <NAME_OF_THE_MOD_FILE>
time-shift
Stéphane Adjemian (Scylla) 2013-11-26 12:56:41 +01:00
parent 80a853944a
commit bd630d7210
4 changed files with 3 additions and 25 deletions
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16
doc/dynare.texi
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@ -5268,22 +5268,6 @@ oo_.posterior_mean.shocks_std.ex
oo_.posterior_hpdsup.measurement_errors_corr.gdp_conso
@end example
@defvr {MATLAB/Octave variable} oo_.MC_record.Seeds
Variable set by the @code{estimation} command. Stores seeds used in MCMC chains
@end defvr
@defvr {MATLAB/Octave variable} oo_.MC_record.AcceptationRates
Variable set by the @code{estimation} command. Stores acceptation rates of the MCMC chains
@end defvr
@defvr {MATLAB/Octave variable} oo_.MC_record.LastParameters
Variable set by the @code{estimation} command. Stores parameter vector of final MCMC chain draw
@end defvr
@defvr {MATLAB/Octave variable} oo_.MC_record.LastLogPost
Variable set by the @code{estimation} command. Stores log-posterior of final MCMC chain draw
@end defvr
@defvr {MATLAB/Octave variable} oo_.RecursiveForecast
@anchor{RecursiveForecast}
Variable set by the @code{forecast} option of the @code{estimation} command when used with the nobs = [@var{INTEGER1}:@var{INTEGER2}] option (@pxref{nobs1,,nobs}).

2
matlab/dynare_estimation_1.m
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@ -792,7 +792,7 @@ if (any(bayestopt_.pshape >0 ) && options_.mh_replic) || ...
ana_deriv = options_.analytic_derivation;
options_.analytic_derivation = 0;
if options_.cova_compute
oo_.MC_record=feval(options_.posterior_sampling_method,objective_function,options_.proposal_distribution,xparam1,invhess,bounds,dataset_,options_,M_,estim_params_,bayestopt_,oo_);
feval(options_.posterior_sampling_method,objective_function,options_.proposal_distribution,xparam1,invhess,bounds,dataset_,options_,M_,estim_params_,bayestopt_,oo_);
else
error('I Cannot start the MCMC because the Hessian of the posterior kernel at the mode was not computed.')
end

5
matlab/independent_metropolis_hastings.m
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@ -1,4 +1,4 @@
function record=independent_metropolis_hastings(TargetFun,ProposalFun,xparam1,vv,mh_bounds,varargin)
function independent_metropolis_hastings(TargetFun,ProposalFun,xparam1,vv,mh_bounds,varargin)
% Independent Metropolis-Hastings algorithm.
%
@ -10,9 +10,6 @@ function record=independent_metropolis_hastings(TargetFun,ProposalFun,xparam1,vv
% o mh_bounds [double] (p*2) matrix defining lower and upper bounds for the parameters.
% o varargin list of argument following mh_bounds
%
% OUTPUTS
% o record [struct] structure describing the iterations
%
% ALGORITHM
% Metropolis-Hastings.
%

5
matlab/random_walk_metropolis_hastings.m
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@ -1,4 +1,4 @@
function record = random_walk_metropolis_hastings(TargetFun,ProposalFun,xparam1,vv,mh_bounds,dataset_,options_,M_,estim_params_,bayestopt_,oo_)
function random_walk_metropolis_hastings(TargetFun,ProposalFun,xparam1,vv,mh_bounds,dataset_,options_,M_,estim_params_,bayestopt_,oo_)
%function record=random_walk_metropolis_hastings(TargetFun,ProposalFun,xparam1,vv,mh_bounds,dataset_,options_,M_,estim_params_,bayestopt_,oo_)
% Random walk Metropolis-Hastings algorithm.
%
@ -14,9 +14,6 @@ function record = random_walk_metropolis_hastings(TargetFun,ProposalFun,xparam1,
% o estim_params_ estimated parameters structure
% o bayestopt_ estimation options structure
% o oo_ outputs structure
%
% OUTPUTS
% o record [struct] structure describing the iterations
%
% ALGORITHM
% Metropolis-Hastings.