diff --git a/matlab/TaRB_metropolis_hastings_core.m b/matlab/TaRB_metropolis_hastings_core.m index 28716c427..7259c8ff8 100644 --- a/matlab/TaRB_metropolis_hastings_core.m +++ b/matlab/TaRB_metropolis_hastings_core.m @@ -178,7 +178,7 @@ for curr_chain = fblck:nblck, inverse_hessian_mat=eye(nxopt)*1e-4; %use diagonal end end - [proposal_covariance_Cholesky_decomposition_upper,negeigenvalues]=cholcov(inverse_hessian_mat,0); + [proposal_covariance_Cholesky_decomposition_upper,negeigenvalues]=chol(inverse_hessian_mat); %if not positive definite, use generalized Cholesky if %Eskow/Schnabel if negeigenvalues~=0 diff --git a/tests/estimation/TaRB/fs2000_tarb.mod b/tests/estimation/TaRB/fs2000_tarb.mod index a3941d5a6..6586df195 100644 --- a/tests/estimation/TaRB/fs2000_tarb.mod +++ b/tests/estimation/TaRB/fs2000_tarb.mod @@ -114,9 +114,9 @@ end; varobs gp_obs gy_obs; -options_.silent_optimizer=1; estimation(order=1, datafile='../fsdat_simul',nobs=192, loglinear, mh_replic=30, mh_nblocks=2, mh_jscale=0.5,mode_compute=4, use_TaRB, tarb_mode_compute=4, -tarb_new_block_probability=0.3 +tarb_new_block_probability=0.3, +silent_optimizer );