29 lines
1.1 KiB
Modula-2
29 lines
1.1 KiB
Modula-2
/*
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* Copyright © 2004-2020 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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*/
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@#include "fs2000.inc"
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estimation(order=1, datafile='../fsdat_simul', nobs=192,silent_optimizer, loglinear, mh_replic=10000, mh_nblocks=1, mh_tune_jscale=0.33,mh_tune_guess=0.7,plot_priors=0);
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mhdata = load('fs2000/metropolis/fs2000_mh_history_0.mat');
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if any(abs(mhdata.record.AcceptanceRatio-options_.mh_tune_jscale.target)>options_.mh_tune_jscale.c2)
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error('Automagic tuning of the MCMC proposal scale parameter did not work as expected!')
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end
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