adding mode_compute=prior, initializing variance of proposal at variance of priors
parent
c40e5f3edf
commit
cd1d6ae253
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@ -393,6 +393,8 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
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[xparam1, fval, nacc, nfcnev, nobds, ier, t, vm] = sa(fh,xparam1,maxy,rt_,epsilon,ns,nt ...
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,neps,maxevl,LB,UB,c,idisp ,t,vm,gend);
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end
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case 'prior'
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hh = diag(bayestopt_.p2.^2);
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otherwise
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if ischar(options_.mode_compute)
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if options_.dsge_var
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@ -406,7 +408,7 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
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' option is unknown!'])
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end
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end
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if ~isequal(options_.mode_compute,6)
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if ~isequal(options_.mode_compute,6) && ~isequal(options_.mode_compute,'prior')
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if options_.cova_compute == 1
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if ~options_.dsge_var
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hh = reshape(hessian('DsgeLikelihood',xparam1, ...
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