independent Metropolis: factorizing computation of covariance of proposal

70fb16b8 · JUILLARD Michel · 243006b2 · 70fb16b8
Commit 70fb16b8 authored Sep 15, 2010 by JUILLARD Michel
--- a/matlab/independent_metropolis_hastings_core.m
+++ b/matlab/independent_metropolis_hastings_core.m
@@ -87,7 +87,8 @@ end
 %%%%
 %%%% NOW i run the (nblck-fblck+1) metropolis-hastings chains
 %%%%
-jscale = diag(bayestopt_.jscale);
+
+proposal_covariance = d * diag(bayestopt_.jscale);

 jloop=0;