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For very short chains, maximize the max number of sub_draws across chains

time-shift
Marco Ratto 2017-01-17 19:07:24 +01:00 committed by Stéphane Adjemian (Charybdis)
parent bc6c6fc486
commit fd8073720e
1 changed files with 2 additions and 2 deletions
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4
matlab/metropolis_draw.m
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@ -70,9 +70,9 @@ if init
mh_nblck = options_.mh_nblck;
% set sub_draws option if empty
if isempty(options_.sub_draws)
options_.sub_draws = min(options_.posterior_max_subsample_draws, round(.25*NumberOfDraws));
options_.sub_draws = min(options_.posterior_max_subsample_draws, round(NumberOfDraws*mh_nblck));
else
if options_.sub_draws>NumberOfDraws
if options_.sub_draws>NumberOfDraws*mh_nblck
skipline()
disp(['Estimation::mcmc: The value of option sub_draws (' num2str(options_.sub_draws) ') is greater than the number of available draws in the MCMC (' num2str(NumberOfDraws) ')!'])
disp('Estimation::mcmc: You can either change the value of sub_draws, reduce the value of mh_drop, or run another mcmc (with the load_mh_file option).')