Set penalty equal to minus infinity in mcmc (so that the probability of discarding vectors of

deep parameters such that the steady state does not exist, does not satisfy BK conditions,...
is one).

matlab/independent_metropolis_hastings_core.m

@@ -26,6 +26,8 @@ global bayestopt_ estim_params_ options_  M_ oo_
 
 struct2local(myinputs);
 
+% (re)Set the penalty
+bayestopt_.penalty = -Inf;
 
 MhDirectoryName = CheckPath('metropolis');
 

matlab/random_walk_metropolis_hastings_core.m

@@ -26,6 +26,8 @@ global bayestopt_ estim_params_ options_  M_ oo_
 
 struct2local(myinputs);
 
+% (re)Set the penalty
+bayestopt_.penalty = -Inf;
 
 MhDirectoryName = CheckPath('metropolis');
 
@@ -90,7 +92,7 @@ for b = fblck:nblck,
         else
             logpost = -inf;
         end
-        if (logpost > -inf) & (log(rand) < logpost-ilogpo2(b))
+        if (logpost > -inf) && (log(rand) < logpost-ilogpo2(b))
             x2(irun,:) = par;
             ix2(b,:) = par;
             logpo2(irun) = logpost;