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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1637 ac1d8469-bf42-47a9-8791-bf33cf982152time-shift
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function metropolis(TargetFun,xparam1,vv,mh_bounds,varargin)
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function metropolis(TargetFun,xparam1,vv,mh_bounds,varargin)
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% function metropolis(TargetFun,xparam1,vv,mh_bounds,varargin)
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% Metropolis-Hastings algorithm.
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% Metropolis-Hastings algorithm.
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%
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%
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% INPUTS
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% INPUTS
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@ -7,12 +9,10 @@ function metropolis(TargetFun,xparam1,vv,mh_bounds,varargin)
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% o xparam1 [double] (p*1) vector of parameters to be estimated (initial values).
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% o xparam1 [double] (p*1) vector of parameters to be estimated (initial values).
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% o vv [double] (p*p) matrix, posterior covariance matrix (at the mode).
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% o vv [double] (p*p) matrix, posterior covariance matrix (at the mode).
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% o mh_bounds [double] (p*2) matrix defining lower and upper bounds for the parameters.
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% o mh_bounds [double] (p*2) matrix defining lower and upper bounds for the parameters.
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% o gend [integer] scalar specifying the number of observations ==> varargin{1}.
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% o varargin list of argument following mh_bounds
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% o data [double] (T*n) matrix of data ==> varargin{2}.
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%
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%
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% OUTPUTS
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% OUTPUTS
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% None.
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% None
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%
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%
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%
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% ALGORITHM
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% ALGORITHM
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% Metropolis-Hastings.
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% Metropolis-Hastings.
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@ -20,9 +20,9 @@ function metropolis(TargetFun,xparam1,vv,mh_bounds,varargin)
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% SPECIAL REQUIREMENTS
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% SPECIAL REQUIREMENTS
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% None.
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% None.
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%
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%
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%
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% part of DYNARE, copyright Dyanre Team (2006-2008)
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% part of DYNARE, copyright S. Adjemian, M. Juillard (2006)
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% Gnu Public License.
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% Gnu Public License.
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global M_ options_ bayestopt_
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global M_ options_ bayestopt_
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ModelName = M_.fname;
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ModelName = M_.fname;
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