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Merge branch 'bugfixes' into 'master' 

Bugfixes for parallel and estimation

See merge request Dynare/dynare!2244
covariance-quadratic-approximation
Sébastien Villemot 2023-12-20 19:24:39 +00:00
parent bc69f6a102 b435aa7f27
commit d7850a2bbe
4 changed files with 7 additions and 5 deletions
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2
matlab/estimation/check_posterior_sampler_options.m
View File

@ -464,7 +464,7 @@ if ~strcmp(posterior_sampler_options.posterior_sampling_method,'slice')
end
if options_.load_mh_file && posterior_sampler_options.use_mh_covariance_matrix
[~, invhess] = compute_posterior_covariance_matrix(bayestopt_.name, fname, dname, outputFolderName);
[~, invhess] = compute_posterior_covariance_matrix(bayestopt_.name, fname, dname, options_, outputFolderName);
posterior_sampler_options.invhess = invhess;
end

2
matlab/estimation/marginal_density.m
View File

@ -51,7 +51,7 @@ TotalNumberOfMhDraws = sum(record.MhDraws(:,1));
TODROP = floor(options_.mh_drop*TotalNumberOfMhDraws);
fprintf('marginal density: I''m computing the posterior mean and covariance... ');
[posterior_mean, posterior_covariance, posterior_mode, posterior_kernel_at_the_mode] = compute_posterior_covariance_matrix(bayestopt_.name, M_.fname, M_.dname, outputFolderName);
[posterior_mean, posterior_covariance, posterior_mode, posterior_kernel_at_the_mode] = compute_posterior_covariance_matrix(bayestopt_.name, M_.fname, M_.dname, options_, outputFolderName);
MU = transpose(posterior_mean);
SIGMA = posterior_covariance;

4
matlab/estimation/posterior_sampler_initialization.m
View File

@ -386,7 +386,9 @@ elseif options_.load_mh_file && ~options_.mh_recover
record.InitialSeeds = record.LastSeeds;
write_mh_history_file(MetropolisFolder, ModelName, record);
fprintf('Done.\n')
fprintf('%s: Ok. I have loaded %u simulations.\n\n', dispString,NumberOfPreviousSimulations);
if ~options_.use_mh_covariance_matrix
fprintf('%s: Ok. I have loaded %u simulations.\n\n', dispString,NumberOfPreviousSimulations);
end
fclose(fidlog);
elseif options_.mh_recover
% The previous metropolis-hastings crashed before the end! I try to recover the saved draws...

4
matlab/parallel/storeGlobalVars.m
View File

@ -12,7 +12,7 @@ function storeGlobalVars(fname,append)
% None
%
%
% Copyright © 2009-2017 Dynare Team
% Copyright © 2009-2023 Dynare Team
%
% This file is part of Dynare.
%
@ -34,7 +34,7 @@ GlobalNames = who('global');
for j=1:length(GlobalNames)
eval(['global ',GlobalNames{j},';']);
fGlobalvar.(GlobalNames{j}) = GlobalNames{j};
fGlobalVar.(GlobalNames{j}) = eval(GlobalNames{j});
end
if nargin<2