40 lines
1.2 KiB
Matlab
40 lines
1.2 KiB
Matlab
function [xparams, logpost] = GetOneDraw(type)
|
|
|
|
% function [xparams, logpost] = GetOneDraw(type)
|
|
% draws one row from metropolis
|
|
%
|
|
% INPUTS
|
|
% type: posterior
|
|
% prior
|
|
%
|
|
% OUTPUTS
|
|
% xparams: vector of estimated parameters (drawn from posterior distribution)
|
|
% logpost: log of the posterior density relative to this row
|
|
%
|
|
% SPECIAL REQUIREMENTS
|
|
% none
|
|
|
|
% Copyright (C) 2005-2009 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 <http://www.gnu.org/licenses/>.
|
|
|
|
switch type
|
|
case 'posterior'
|
|
[xparams, logpost] = metropolis_draw(0);
|
|
case 'prior'
|
|
xparams = prior_draw(0);
|
|
logpost = evaluate_posterior_kernel(xparams');
|
|
end |