function [tlogpostkernel,loglikelihood] = tempered_likelihood(postkernelfun, xparam, lambda, Prior) % Evaluate tempered likelihood (posterior kernel) % % INPUTS % - postkernelfun [handle] Function handle for the opposite of the posterior kernel. % - xparam [double] n×1 vector of parameters. % - lambda [double] scalar between 0 and 1, weight on the posterior kernel. % - Prior [dprior] Prior specification. % % OUTPUTS % - tlogpostkernel [double] scalar, value of the tempered posterior kernel. % - loglikelihood [double] scalar, value of the log likelihood. % Copyright © 2022-2023 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 . logpostkernel = -postkernelfun(xparam); logprior = Prior.density(xparam); loglikelihood = logpostkernel-logprior; tlogpostkernel = lambda*loglikelihood + logprior;