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🐛 Fix bug in 4a6783 

options_ is missing as an input argument for compute_posterior_covariance_matrix
covariance-quadratic-approximation
Willi Mutschler 2023-12-18 10:03:57 +01:00
parent 5f1ae3bb19
commit f8a6020d2b
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GPG Key ID: 91E724BF17A73F6D
2 changed files with 2 additions and 2 deletions
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2
matlab/estimation/check_posterior_sampler_options.m
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@ -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;