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Dóra Kocsis
dynare
Commits
4f342655
Commit
4f342655
authored
Jul 24, 2011
by
MichelJuillard
Browse files
adaptive_metropolis_hasting: lowering minimal jscale
parent
cd1d6ae2
Changes
1
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Inline
Side-by-side
matlab/adaptive_metropolis_hastings.m
View file @
4f342655
...
...
@@ -117,8 +117,8 @@ for i=1:maxit
X
=
[
ones
(
i
,
1
)
Scales
(
1
:
i
)];
b
=
X
\(
AvRates
(
1
:
i
)
-
accept_target
);
Scales
(
i
+
1
)
=
-
b
(
1
)/
b
(
2
);
if
Scales
(
i
+
1
)
<
0.0
5
Scales
(
i
+
1
)
=
0.0
5
;
if
Scales
(
i
+
1
)
<
0.0
01
Scales
(
i
+
1
)
=
0.0
01
;
elseif
Scales
(
i
+
1
)
>
2
Scales
(
i
+
1
)
=
2
;
end
...
...
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