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Make GetOneDraw.m only compute posterior for prior if needed 

Potentially saves a lot of time
time-shift
Johannes Pfeifer 2015-04-04 19:37:59 +02:00
parent ca5c714e29
commit f57cf46df9
1 changed files with 9 additions and 8 deletions
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17
matlab/GetOneDraw.m
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@ -1,20 +1,19 @@
function [xparams, logpost] = GetOneDraw(type)
% function [xparams, logpost] = GetOneDraw(type)
% draws one row from metropolis
% draws one parameter vector and its posterior from MCMC or the prior
%
% INPUTS
% type: posterior
% prior
% type: [string] 'posterior': draw from MCMC draws
% 'prior': draw from prior
%
% OUTPUTS
% xparams: vector of estimated parameters (drawn from posterior distribution)
% logpost: log of the posterior density relative to this row
% xparams: vector of estimated parameters (drawn from posterior or prior distribution)
% logpost: log of the posterior density of this parameter vector
%
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2005-2011 Dynare Team
% Copyright (C) 2005-2015 Dynare Team
%
% This file is part of Dynare.
%
@ -36,5 +35,7 @@ switch type
[xparams, logpost] = metropolis_draw(0);
case 'prior'
xparams = prior_draw(0);
logpost = evaluate_posterior_kernel(xparams');
if nargout>1
logpost = evaluate_posterior_kernel(xparams');
end
end