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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1599 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
assia 2008-01-17 11:10:12 +00:00
parent 473161027b
commit fab11fb0e0
1 changed files with 4 additions and 6 deletions
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10
matlab/compute_mh_covariance_matrix.m
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@ -1,4 +1,6 @@
function [m0,s0] = compute_mh_covariance_matrix()
% function [m0,s0] = compute_mh_covariance_matrix()
% Estimation of the posterior covariance matrix and expectation.
%
% INPUTS
@ -9,16 +11,12 @@ function [m0,s0] = compute_mh_covariance_matrix()
% o s0 [double] (n*n) matrix, posterior covariance of the parameters
% (computed from previous metropolis hastings).
%
%
% ALGORITHM
% None.
%
% SPECIAL REQUIREMENTS
% None.
%
%
% part of DYNARE, copyright S. Adjemian, M. Juillard (2006)
% part of DYNARE, copyright Dynare Team (2006-2008)
% Gnu Public License.
global M_ options_ estim_params_
n = estim_params_.np + ...