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Merge branch 'cosmetics' into 'master' 

Alternative samplers: header fixes and indentation

See merge request Dynare/particles!13
remove-submodule^2
Sébastien Villemot 2021-07-21 14:37:23 +00:00
parent 1a10c83d29 2ff540e5cc
commit c220a922db
2 changed files with 249 additions and 258 deletions
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9
nonlinear-filters/src/DSMH_sampler.m
View File

@ -1,15 +1,11 @@
function DSMH_sampler(TargetFun,xparam1,mh_bounds,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,oo_)
% function DSMH_sampler(TargetFun,ProposalFun,xparam1,sampler_options,mh_bounds,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,oo_)
% function DSMH_sampler(TargetFun,xparam1,mh_bounds,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,oo_)
% Dynamic Striated Metropolis-Hastings algorithm.
%
% INPUTS
% o TargetFun [char] string specifying the name of the objective
% function (posterior kernel).
% o ProposalFun [char] string specifying the name of the proposal
% density
% o xparam1 [double] (p*1) vector of parameters to be estimated (initial values).
% o sampler_options structure
% .invhess [double] (p*p) matrix, posterior covariance matrix (at the mode).
% o mh_bounds [double] (p*2) matrix defining lower and upper bounds for the parameters.
% o dataset_ data structure
% o dataset_info dataset info structure
@ -37,7 +33,7 @@ function DSMH_sampler(TargetFun,xparam1,mh_bounds,dataset_,dataset_info,options_
% Then the comments write here can be used for all the other pairs of
% parallel functions and also for management functions.
% Copyright (C) 2006-2017 Dynare Team
% Copyright (C) 2006-2021 Dynare Team
%
% This file is part of Dynare.
%
@ -303,4 +299,3 @@ function [out_param,out_tlogpost_iminus1,out_loglik] = mutation_DSMH(TargetFun,p
out_loglik(rang) = loglik0;
end
end

8
nonlinear-filters/src/Herbst_Schorfheide_sampler.m
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@ -1,15 +1,11 @@
function Herbst_Schorfheide_sampler(TargetFun,xparam1,mh_bounds,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,oo_)
% function Herbst_Schorfheide_sampler(TargetFun,ProposalFun,xparam1,sampler_options,mh_bounds,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,oo_)
% function Herbst_Schorfheide_sampler(TargetFun,xparam1,mh_bounds,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,oo_)
% SMC sampler from JAE 2014 .
%
% INPUTS
% o TargetFun [char] string specifying the name of the objective
% function (posterior kernel).
% o ProposalFun [char] string specifying the name of the proposal
% density
% o xparam1 [double] (p*1) vector of parameters to be estimated (initial values).
% o sampler_options structure
% .invhess [double] (p*p) matrix, posterior covariance matrix (at the mode).
% o mh_bounds [double] (p*2) matrix defining lower and upper bounds for the parameters.
% o dataset_ data structure
% o dataset_info dataset info structure
@ -37,7 +33,7 @@ function Herbst_Schorfheide_sampler(TargetFun,xparam1,mh_bounds,dataset_,dataset
% Then the comments write here can be used for all the other pairs of
% parallel functions and also for management functions.
% Copyright (C) 2006-2017 Dynare Team
% Copyright (C) 2006-2021 Dynare Team
%
% This file is part of Dynare.
%