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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1637 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
assia 2008-01-21 17:13:53 +00:00
parent bc3c0bf95a
commit dd7d39a02b
1 changed files with 6 additions and 6 deletions
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12
matlab/metropolis.m
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@ -1,4 +1,6 @@
function metropolis(TargetFun,xparam1,vv,mh_bounds,varargin)
% function metropolis(TargetFun,xparam1,vv,mh_bounds,varargin)
% Metropolis-Hastings algorithm.
%
% INPUTS
@ -7,12 +9,10 @@ function metropolis(TargetFun,xparam1,vv,mh_bounds,varargin)
% o xparam1 [double] (p*1) vector of parameters to be estimated (initial values).
% o vv [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 gend [integer] scalar specifying the number of observations ==> varargin{1}.
% o data [double] (T*n) matrix of data ==> varargin{2}.
% o varargin list of argument following mh_bounds
%
% OUTPUTS
% None.
%
% None
%
% ALGORITHM
% Metropolis-Hastings.
@ -20,9 +20,9 @@ function metropolis(TargetFun,xparam1,vv,mh_bounds,varargin)
% SPECIAL REQUIREMENTS
% None.
%
%
% part of DYNARE, copyright S. Adjemian, M. Juillard (2006)
% part of DYNARE, copyright Dyanre Team (2006-2008)
% Gnu Public License.
global M_ options_ bayestopt_
ModelName = M_.fname;