5417b27ac7
Fixed indentation of matlab files.
2017-05-16 15:10:20 +02:00
a53636e24e
Fixed copyright notices.
2017-05-16 14:11:15 +02:00
88e1701289
Removed useless commas and semicolons.
2017-05-16 13:24:46 +02:00
25121bca4f
fix copyright dates
2016-05-04 16:05:31 +02:00
d737c7d1d8
Allow corner solution as starting point for MCMC
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Bound is treated as admissible solution in previous steps like mode-finding, so it should be here, too
2016-04-09 09:45:21 +02:00
7e56302a04
Assure that log-file is closed when aborting metropolis_hastings_initialization.m
2016-04-09 09:45:21 +02:00
babcd8b180
Fix merge conflict introduced in a55f00073b and make naming consistent with changes introduced in that commit
2016-03-22 22:23:27 +01:00
a55f00073b
Manual Merge of branch 'mh_recover' (Johannes)
2016-03-22 18:02:45 +01:00
26c0825b6f
Reset seed before drawing starting points of MCMC chains
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Removes stochastics between different runs while not affecting the subsequent MCMC computations for which the seed is also reset and saved
Closes #1048
2016-03-16 20:09:24 +01:00
a28d405f74
Make mh_recover continue at last existing MC file with correct seed
2016-03-16 19:01:59 +01:00
1fa050830b
Manually merged PR #1022 .
2015-08-13 14:49:39 +02:00
2476ffdbb9
Add indicator for successful run of MCMC and provide error message if load_mh_file is used with crashed chain
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Closes #917
2015-08-11 14:37:37 +02:00
beab158a67
Various cosmetic fixes
2015-08-10 21:35:51 +02:00
b4941c02d3
Cosmetic Fixes to Metropolis-Hastings routines
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- Adds comments and headers and fixes typos in previous ones
- Make naming in random_walk_metropolis_hastings_core.m more intuitive
2015-04-25 19:28:16 +02:00
f48566aeae
Fixed prior bounds (according to the doc in master branch).
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* Second and third positional arguments after the name of the
estimated parameter in the estimated_params block are only
considered in the optimization stage (not in the MCMC)
* Do not store bounds in bayestopt_, because bounds do not always
reflect restrictions implied by prior shapes.
* prior_bounds routine returns a structure (with fields lb and ub)
instead of a matrix.
2014-10-20 16:18:54 +02:00
e4cd72b5b6
Fixed typo.
2014-06-20 11:20:27 +02:00
efcf6bd9c0
Use dseries object in the estimation routines.
2014-06-16 17:41:59 +02:00
5ae06a211c
Fixed bug when the last saved metropolis block is complete and a metropolis is continued with load_mh_file
2014-02-25 09:34:31 +01:00
c92c5c7fb9
Cosmetic change. Renamed "acceptation rates" as "acceptance ratios".
2013-11-27 11:34:49 +01:00
b8a02d4484
Renamed record.InitialLogLiK as record.InitialLogPost.
2013-11-26 12:16:31 +01:00
d52a0d2c89
Changed the logic for mh-history files (keep track of all the previous estimations if load_mh_file is used). Various bug fixes and cosmetic changes.
2013-11-20 18:03:12 +01:00
f908d64d9e
Removed unused variable.
2013-11-17 16:37:53 +01:00
4052d4ccaf
Cosmetic changes. Use skipline() instead of disp(' ').
2013-07-10 17:12:34 +02:00
3dc372e5bc
Added (command line) nointeractive option.
2013-07-10 12:02:12 +02:00
61485ab809
Fix copyright notices
2013-06-12 17:04:46 +02:00
6390830b4d
Store MCMC information recorded in record in oo_
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Closes issue #315 (https://github.com/DynareTeam/dynare/issues/315 )
2013-03-17 22:49:28 +01:00
7fd1df2505
Fixed bug when comparing xparam1 with upper and lower bounds.
2012-11-16 12:18:54 +01:00
c88a8aaaa6
changed warnings into errors when load_mh_file or recovery is used and
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there is no metropolis history file
2012-10-08 11:50:48 +02:00
6beb4e3f8f
small bug fix
2012-08-30 14:59:32 +02:00
dbdbfdd926
adding set_dynare_random_generator_state() and
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get_dynare_random_generator_state(). Use now different seeds for
different Metropolis chains. Fixed handling of random generator state
thourghout the code.
2012-08-29 17:58:54 +02:00
7e221e5d31
factoring setting of bayestop_.penalty = Inf in Metropolis
2012-08-05 15:27:14 +02:00
7959102d43
removed global and varargin in Metropolis routines
2012-08-05 15:10:21 +02:00
b1ad31cf56
removed seeding random generators from clock in cmaes and metropolis hastings
2012-08-05 10:59:59 +02:00
7408714ea1
added dname as argument to CheckPath function and changed all calls to
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this function. Suppressed use of globals in CheckPath.
2011-12-15 17:35:27 +01:00
d9ede95ffa
Fix problem with load_mh_file option under Octave/MinGW
2011-09-14 17:40:41 +02:00
c40e5f3edf
fixing intialization of output arguments
2011-07-24 23:02:12 +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
c574544b16
adding a check to Metropolis Hasting initialization in order not to accept a penalized posterior value
2010-06-26 11:51:40 +02:00
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
3f924cc1de
* Fixed bug introduced in the previous commit (wrong value of Max_nruns).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2872 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-28 10:56:26 +00:00
aa3a6fe1a6
* Fixed bugs with mh_recover mode.
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* Added comments.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2871 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-28 10:55:22 +00:00
c8329915b2
Seeds are always initialized and stored for each chain independently
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2675 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-15 16:33:20 +00:00
3026575522
v4.1: Bug correction related to the mh_recover mode (needs more tests).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2264 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-20 09:12:12 +00:00
0ee09b5b07
v4.1: merged r2044, 2045 and 2046 changesets from 4.0 branch
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2047 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-05 16:48:39 +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
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
Stéphane Adjemian (Charybdis)
Houtan Bastani
Johannes Pfeifer
Marco Ratto
Sébastien Villemot
Frédéric Karamé
Michel Juillard
Sébastien Villemot
Houtan Bastani
Michel Juillard
sebastien
stepan
ratto
adjemian