function [PostMode, HessianMatrix, Scale, ModeValue] = gmhmaxlik(fun, xinit, Hinit, iscale, bounds, priorstd, gmhmaxlikOptions, OptimizationOptions, varargin)
% Copyright (C) 2006-2015 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see .
% Set default options
if ~isempty(Hinit);
gmhmaxlikOptions.varinit = 'previous';
else
gmhmaxlikOptions.varinit = 'prior';
end
if ~isempty(OptimizationOptions)
DynareOptionslist = read_key_value_string(OptimizationOptions);
for i=1:rows(DynareOptionslist)
switch DynareOptionslist{i,1}
case 'NumberOfMh'
gmhmaxlikOptions.iterations = DynareOptionslist{i,2};
case 'ncov-mh'
gmhmaxlikOptions.number = DynareOptionslist{i,2};
case 'nscale-mh'
gmhmaxlikOptions.nscale = DynareOptionslist{i,2};
case 'nclimb-mh'
gmhmaxlikOptions.nclimb = DynareOptionslist{i,2};
case 'InitialCovarianceMatrix'
switch DynareOptionslist{i,2}
case 'previous'
if isempty(Hinit)
error('gmhmaxlik: No previous estimate of the Hessian matrix available! You cannot use the InitialCovarianceMatrix option!')
else
gmhmaxlikOptions.varinit = 'previous';
end
case {'prior', 'identity'}
gmhmaxlikOptions.varinit = DynareOptionslist{i,2};
otherwise
error('gmhmaxlik: Unknown value for option ''InitialCovarianceMatrix''!')
end
case 'AcceptanceRateTarget'
gmhmaxlikOptions.target = DynareOptionslist{i,2};
if gmhmaxlikOptions.target>1 || gmhmaxlikOptions.target