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Dóra Kocsis
dynare
Commits
b81159f1
Commit
b81159f1
authored
Nov 03, 2013
by
MichelJuillard
Browse files
adding comments
parent
d6108caf
Changes
1
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Inline
Side-by-side
matlab/dynare_estimation_1.m
View file @
b81159f1
...
...
@@ -767,11 +767,15 @@ if (any(bayestopt_.pshape >0 ) && options_.mh_replic) || ...
CutSample
(
M_
,
options_
,
estim_params_
);
%% Estimation of the marginal density from the Mh draws:
if
options_
.
mh_replic
[
marginal
,
oo_
]
=
marginal_density
(
M_
,
options_
,
estim_params_
,
oo_
);
[
marginal
,
oo_
]
=
marginal_density
(
M_
,
options_
,
estim_params_
,
...
oo_
);
% Store posterior statistics by parameter name
oo_
=
GetPosteriorParametersStatistics
(
estim_params_
,
M_
,
options_
,
bayestopt_
,
oo_
);
if
~
options_
.
nograph
oo_
=
PlotPosteriorDistributions
(
estim_params_
,
M_
,
options_
,
bayestopt_
,
oo_
);
end
% Store posterior mean in a vector and posterior variance in
% a matrix
[
oo_
.
posterior
.
metropolis
.
mean
,
oo_
.
posterior
.
metropolis
.
Variance
]
...
=
GetPosteriorMeanVariance
(
M_
,
options_
.
mh_drop
);
else
...
...
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