a6281ac9f9
adding a first attempt for adaptive Metropolis Hastings
2011-07-24 19:52:05 +02:00
43479f6ef3
use short-circuit ops (|| and &&) as opposed to (| and &) to avoid warnings in Octave (and save time)
2011-02-10 15:54:23 +01:00
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00
757a9067c0
Global reindentation of MATLAB files
2011-02-04 17:17:48 +01:00
ac0c0a935e
Cosmethics
2010-12-17 09:22:12 +01:00
d8121365dd
1) Renamed options according ti WiKi table;
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2) get rid of MasterName and DyMo;
3) more comments;
2010-10-22 11:27:26 +02:00
567c5bcb1f
Fixed bug in the initialization of the metropolis when mode_compute=6 was previously used (so that we have an optimal mh scale factor)
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and option load_mh_file is used. After the (stochastic) optimization, the optimal value of the scale parameter is saved in a mat file.
2010-10-18 14:39:48 +02:00
839b77d679
1) eliminated us of struct2local;
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2) changes to header/comments.
2010-05-31 11:55:25 +02:00
d6faa47807
Cosmetic changes: converted files to Unix end-of-line convention + fixed copyright notices and dates
2010-02-15 16:52:36 +01:00
cb5fcdef10
New input parallel_info for masterparallel
2010-02-12 17:37:28 +01:00
c76c0744ff
If only one chain, don't go parallel
2010-02-10 18:52:16 +01:00
f8f8434977
removed useless comments
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3364 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-15 10:02:22 +00:00
1be52aaa5f
Beautification: removed tabulation characters which were left in previous beautification pass
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3300 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-05 10:46:10 +00:00
502e3e1df8
Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:17:34 +00:00
886a3154c3
tic toc eliminated
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2744 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-09 10:01:21 +00:00
5085a1785f
- Allow parallel runs with unix;
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- unix path syntax
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2695 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 10:26:45 +00:00
7243a36938
Parallelized version with main and core routine.
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1) Contains a trap such that for unix systems no parallel computation is done, for the moment.
2) _core routine uses and stores independent seeds for each chain;
3) Seeds for each chain are stored in record.
4) when no parallel option is chosen, usual serial functionality is kept.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2676 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-15 16:36:51 +00:00
db50368418
v4 matlab: fixed some existing copyright headers (and some other minor header issues)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1974 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-01 12:40:33 +00:00
e08cad8265
v4: merged Octave branch into trunk
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1899 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-24 18:20:48 +00:00
06b6429b04
bug correction
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1757 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-30 09:58:47 +00:00
5e1745ada7
v4 random_walk_metropolis_hastings.m: changed initializationo of InitSizeArray to avoid
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uncomplete files when load_mh_files
suppressed confusing reinitialization of
InitSizeArray at the end of a chain
put back the report on average acceptation rate
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1756 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-30 09:31:06 +00:00
8917d41046
Added multivariate student as a proposal distribution for the metropolis hastings.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1743 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-13 08:27:55 +00:00
ab375b6f4e
Factorization of the initialization of the metropolis hastings (implementation of the independent metropolis hastings).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1741 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-03-11 20:55:16 +00:00
Michel Juillard
Houtan Bastani
Sébastien Villemot
Marco Ratto
Stéphane Adjemian (Karaba)
ratto
sebastien
michel
adjemian