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adding mode_compute=prior, initializing variance of proposal at variance of priors

time-shift
Michel Juillard 2011-07-24 23:03:31 +02:00
parent c40e5f3edf
commit cd1d6ae253
1 changed files with 3 additions and 1 deletions
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4
matlab/dynare_estimation_1.m
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@ -393,6 +393,8 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
[xparam1, fval, nacc, nfcnev, nobds, ier, t, vm] = sa(fh,xparam1,maxy,rt_,epsilon,ns,nt ...
,neps,maxevl,LB,UB,c,idisp ,t,vm,gend);
end
case 'prior'
hh = diag(bayestopt_.p2.^2);
otherwise
if ischar(options_.mode_compute)
if options_.dsge_var
@ -406,7 +408,7 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
' option is unknown!'])
end
end
if ~isequal(options_.mode_compute,6)
if ~isequal(options_.mode_compute,6) && ~isequal(options_.mode_compute,'prior')
if options_.cova_compute == 1
if ~options_.dsge_var
hh = reshape(hessian('DsgeLikelihood',xparam1, ...