From b835741c41a6409133cc0b97c00d4ab646113322 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?D=C3=B3ra=20Kocsis?= <dora@dynare.org>
Date: Thu, 27 Feb 2020 11:49:40 +0100
Subject: [PATCH] add posterior_sampling_method to estimation options, closes
Dynare/matlab-gui#10
---
src/+gui_auxiliary/command_option_mapping.m | 8 ++++----
.../dynare_command_options_estimation.m | 14 ++++++++++----
src/+gui_auxiliary/set_command_option.m | 11 ++++++++++-
3 files changed, 24 insertions(+), 9 deletions(-)
diff --git a/src/+gui_auxiliary/command_option_mapping.m b/src/+gui_auxiliary/command_option_mapping.m
index 4ce87e9..f48f155 100644
--- a/src/+gui_auxiliary/command_option_mapping.m
+++ b/src/+gui_auxiliary/command_option_mapping.m
@@ -80,14 +80,14 @@ switch name
case 'geweke_interval'
mapping = 'convergence.geweke.geweke_interval';
- case 'use_tarb'
- mapping = 'TaRB.use_TaRB';
+ case 'posterior_sampling_method'
+ mapping = 'posterior_sampler_options.posterior_sampling_method';
case 'tarb_new_block_probability'
- mapping = 'TaRB.new_block_probability';
+ mapping = 'posterior_sampler_options.tarb.new_block_probability';
case 'tarb_mode_compute'
- mapping = 'TaRB.mode_compute';
+ mapping = 'posterior_sampler_options.tarb.mode_compute';
case 'no_posterior_kernel_density'
mapping = 'estimation.moments_posterior_density.indicator';
diff --git a/src/+gui_auxiliary/dynare_command_options_estimation.m b/src/+gui_auxiliary/dynare_command_options_estimation.m
index bdcc007..14153a2 100644
--- a/src/+gui_auxiliary/dynare_command_options_estimation.m
+++ b/src/+gui_auxiliary/dynare_command_options_estimation.m
@@ -338,10 +338,16 @@ dynare_gui_.estimation.MH_options{num,3} = '[DOUBLE DOUBLE]'; %special
dynare_gui_.estimation.MH_options{num,4} = 'Percentage of MCMC draws at the beginning and end of the MCMC chain taken to compute the Geweke (1992,1999) convergence diagnostics (requires [mh nblocks]=1) after discarding the first [mh drop], page 54 percent of draws as a burnin. Default: [0.2 0.5].';
num = num+1;
-dynare_gui_.estimation.MH_options{num,1} = 'use_tarb';
-dynare_gui_.estimation.MH_options{num,2} = 0;
-dynare_gui_.estimation.MH_options{num,3} = 'check_option';
-dynare_gui_.estimation.MH_options{num,4} = 'Instructs Dynare to use the Tailored randomized block (TaRB) Metropolis-Hastings algorithm proposed by Chib and Ramamurthy (2010) instead of the standard Random-Walk Metropolis-Hastings.';
+dynare_gui_.estimation.MH_options{num,1} = 'posterior_sampling_method';
+dynare_gui_.estimation.MH_options{num,2} = 'random_walk_metropolis_hastings';
+dynare_gui_.estimation.MH_options{num,3} = {'random_walk_metropolis_hastings', 'tailored_random_block_metropolis_hastings', 'independent_metropolis_hastings', 'slice'};
+dynare_gui_.estimation.MH_options{num,4} = "Tells Dynare which sampler method should be used to sample from the posterior distribution during Bayesian estimation. The default setting is the standard Random-Walk Metropolis-Hastings. The following alternative methods are available: Tailored randomized block (TaRB) Metropolis-Hastings algorithm proposed by Chib and Ramamurthy (2010), Independent Metropolis-Hastings algorithm where the proposal distribution does not depend on the state of the chain, Slice sampler of Planas, Ratto, and Rossi (2015). (Note that 'slice' is incompatible with prior_trunc=0.)";
+
+% num = num+1;
+% dynare_gui_.estimation.MH_options{num,1} = 'use_tarb';
+% dynare_gui_.estimation.MH_options{num,2} = 0;
+% dynare_gui_.estimation.MH_options{num,3} = 'check_option';
+% dynare_gui_.estimation.MH_options{num,4} = 'Instructs Dynare to use the Tailored randomized block (TaRB) Metropolis-Hastings algorithm proposed by Chib and Ramamurthy (2010) instead of the standard Random-Walk Metropolis-Hastings.';
num = num+1;
dynare_gui_.estimation.MH_options{num,1} = 'tarb_new_block_probability';
diff --git a/src/+gui_auxiliary/set_command_option.m b/src/+gui_auxiliary/set_command_option.m
index 3c69a46..90865f0 100644
--- a/src/+gui_auxiliary/set_command_option.m
+++ b/src/+gui_auxiliary/set_command_option.m
@@ -116,7 +116,16 @@ try
case 'mh_recover'
options_.mh_recover = logical(value);
-
+
+ case 'posterior_sampling_method'
+ if value == 2
+ eval(['options_.' gui_auxiliary.command_option_mapping(name) '= tailored_random_block_metropolis_hastings;']);
+ elseif value == 3
+ eval(['options_.' gui_auxiliary.command_option_mapping(name) '= independent_metropolis_hastings;']);
+ elseif value == 4
+ eval(['options_.' gui_auxiliary.command_option_mapping(name) '= slice;']);
+ end
+
otherwise
if isnumeric(value)
eval(['options_.' gui_auxiliary.command_option_mapping(name) '=' num2str(value) ';']);
--
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