Stéphane Adjemian (Karaba)
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567c5bcb1f
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Fixed bug in the initialization of the metropolis when mode_compute=6 was previously used (so that we have an optimal mh scale factor)
and option load_mh_file is used. After the (stochastic) optimization, the optimal value of the scale parameter is saved in a mat file.
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2010-10-18 14:39:48 +02:00 |
JUILLARD Michel
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70fb16b8da
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independent Metropolis: factorizing computation of covariance of proposal
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2010-09-15 09:07:52 +02:00 |
Marco Ratto
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5d9f6ef756
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Fixed priordens needs to be properly initialized in remote, slave sessions.
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2010-08-25 13:39:48 +02:00 |
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Stéphane Adjemian (Scylla)
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be1e0f1b8a
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Fixed bug for mode_compute=6 in Octave. Added an option to replace waitbar in matlab by
textbar (as in Octave). The user has to set options_.console_mode before the
estimation command. Cosmetic changes in gmhmaxlik (mode_compute=6).
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2010-06-25 15:03:04 +02:00 |
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Marco Ratto
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77ee04ef37
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use of struct2local is eliminated;
Header is improved;
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2010-05-31 11:45:04 +02:00 |
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Stéphane Adjemian (Karaba)
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227d6f9140
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Bug fix.
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2010-03-04 16:40:02 +01:00 |
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Stéphane Adjemian (Karaba)
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2a1889b508
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Set penalty equal to minus infinity in mcmc (so that the probability of discarding vectors of
deep parameters such that the steady state does not exist, does not satisfy BK conditions,...
is one).
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2010-03-04 16:15:27 +01:00 |
sebastien
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502e3e1df8
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Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
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2009-12-16 17:17:34 +00:00 |
ratto
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8a56ed35ad
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1) Still some errors in dsgelikelihood are present that are not trapped: use try catch when evaluating target function;
2) proposal density should contain the jscale.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3077 ac1d8469-bf42-47a9-8791-bf33cf982152
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2009-10-23 12:01:15 +00:00 |
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ratto
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e6a59cd211
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Parallelized version of independent MH.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2951 ac1d8469-bf42-47a9-8791-bf33cf982152
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2009-09-18 14:40:08 +00:00 |