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Dóra Kocsis
dynare
Commits
cd1d6ae2
Commit
cd1d6ae2
authored
Jul 24, 2011
by
MichelJuillard
Browse files
adding mode_compute=prior, initializing variance of proposal at variance of priors
parent
c40e5f3e
Changes
1
Hide whitespace changes
Inline
Side-by-side
matlab/dynare_estimation_1.m
View file @
cd1d6ae2
...
...
@@ -393,6 +393,8 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
[
xparam1
,
fval
,
nacc
,
nfcnev
,
nobds
,
ier
,
t
,
vm
]
=
sa
(
fh
,
xparam1
,
maxy
,
rt_
,
epsilon
,
ns
,
nt
...
,
neps
,
maxevl
,
LB
,
UB
,
c
,
idisp
,
t
,
vm
,
gend
);
end
case
'prior'
hh
=
diag
(
bayestopt_
.
p2
.^
2
);
otherwise
if
ischar
(
options_
.
mode_compute
)
if
options_
.
dsge_var
...
...
@@ -406,7 +408,7 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
' option is unknown!'
])
end
end
if
~
isequal
(
options_
.
mode_compute
,
6
)
if
~
isequal
(
options_
.
mode_compute
,
6
)
&&
~
isequal
(
options_
.
mode_compute
,
'prior'
)
if
options_
.
cova_compute
==
1
if
~
options_
.
dsge_var
hh
=
reshape
(
hessian
(
'DsgeLikelihood'
,
xparam1
,
...
...
...
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