check_posterior_sampler_options.m

function [posterior_sampler_options, options_] = check_posterior_sampler_options(posterior_sampler_options, options_, bounds)

% function [posterior_sampler_options, options_] = check_posterior_sampler_options(posterior_sampler_options, options_, bounds)
% initialization of posterior samplers
%
% INPUTS
%   posterior_sampler_options:       posterior sampler options
%   options_:       structure storing the options

% OUTPUTS
%   posterior_sampler_options:       checked posterior sampler options
%
% SPECIAL REQUIREMENTS
%   none

% Copyright (C) 2015-2017 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare.  If not, see <https://www.gnu.org/licenses/>.


init=0;
if isempty(posterior_sampler_options)
    init=1;
end

if init
    % set default options and user defined options
    posterior_sampler_options.posterior_sampling_method = options_.posterior_sampler_options.posterior_sampling_method;
    posterior_sampler_options.bounds = bounds;

    switch posterior_sampler_options.posterior_sampling_method

      case 'random_walk_metropolis_hastings'
        posterior_sampler_options.parallel_bar_refresh_rate=50;
        posterior_sampler_options.serial_bar_refresh_rate=3;
        posterior_sampler_options.parallel_bar_title='RWMH';
        posterior_sampler_options.serial_bar_title='RW Metropolis-Hastings';

        % default options
        posterior_sampler_options = add_fields_(posterior_sampler_options,options_.posterior_sampler_options.rwmh);

        % user defined options
        if ~isempty(options_.posterior_sampler_options.sampling_opt)
            options_list = read_key_value_string(options_.posterior_sampler_options.sampling_opt);
            for i=1:rows(options_list)
                switch options_list{i,1}

                  case 'proposal_distribution'
                    if ~(strcmpi(options_list{i,2}, 'rand_multivariate_student') || ...
                         strcmpi(options_list{i,2}, 'rand_multivariate_normal'))
                        error(['initial_estimation_checks:: the proposal_distribution option to estimation takes either ' ...
                               'rand_multivariate_student or rand_multivariate_normal as options']);
                    else
                        posterior_sampler_options.proposal_distribution=options_list{i,2};
                    end