46 lines
1.8 KiB
Matlab
46 lines
1.8 KiB
Matlab
function [xparams, logpost] = GetOneDraw(type,M_,estim_params_,oo_,options_,bayestopt_)
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% function [xparams, logpost] = GetOneDraw(type,M_,estim_params_,oo_,options_,bayestopt_)
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% draws one parameter vector and its posterior from MCMC or the prior
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%
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% INPUTS
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% type: [string] 'posterior': draw from MCMC draws
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% 'prior': draw from prior
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% M_ [structure] Definition of the model
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% estim_params_ [structure] characterizing parameters to be estimated
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% oo_ [structure] Storage of results
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% options_ [structure] Options
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% bayestopt_ [structure] describing the priors
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%
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% OUTPUTS
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% xparams: vector of estimated parameters (drawn from posterior or prior distribution)
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% logpost: log of the posterior density of this parameter vector
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%
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% SPECIAL REQUIREMENTS
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% none
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% Copyright © 2005-2017 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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switch type
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case 'posterior'
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[xparams, logpost] = metropolis_draw(0);
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case 'prior'
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xparams = prior_draw();
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if nargout>1
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logpost = evaluate_posterior_kernel(xparams',M_,estim_params_,oo_,options_,bayestopt_);
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end
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end |