Commit c08c3422 authored by Stéphane Adjemian's avatar Stéphane Adjemian
Browse files

Fixed typo and bug in MCMC diagnostics.

parent 8e897b63
......@@ -4192,7 +4192,7 @@ the convergence diagnostics are based on comparing pooled and within
MCMC moments (Dynare displays the second and third order moments, and
the length of the Highest Probability Density interval covering 80% of
the posterior distribution). Due to computational reasons, the
multivariate convergence diagnostic does not follow of @cite{Brooks and
multivariate convergence diagnostic does not follow @cite{Brooks and
Gelman (1998)} strictly, but rather applies their idea for univariate
convergence diagnostics to the range of the posterior likelihood
function instead of the individual parameters. The posterior kernel is
......
......@@ -580,7 +580,7 @@ if (any(bayestopt_.pshape >0 ) && options_.mh_replic) || ...
CutSample(M_, options_, estim_params_);
return
else
if ~options_.nodiagnostic && options_.mh_replic > 1000 && options_.mh_nblck > 1
if ~options_.nodiagnostic && options_.mh_replic > 2000 && options_.mh_nblck > 1
McMCDiagnostics(options_, estim_params_, M_);
end
%% Here i discard first half of the draws:
......
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