diff --git a/matlab/metropolis_hastings_initialization.m b/matlab/metropolis_hastings_initialization.m
deleted file mode 100644
index d3d9bc93f31ca0d2b6c614d749ea2491ad3e05b7..0000000000000000000000000000000000000000
--- a/matlab/metropolis_hastings_initialization.m
+++ /dev/null
@@ -1,440 +0,0 @@
-function [ ix2, ilogpo2, ModelName, MetropolisFolder, FirstBlock, FirstLine, npar, NumberOfBlocks, nruns, NewFile, MAX_nruns, d ] = ...
- metropolis_hastings_initialization(TargetFun, xparam1, vv, mh_bounds,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,oo_)
-% function [ ix2, ilogpo2, ModelName, MetropolisFolder, FirstBlock, FirstLine, npar, NumberOfBlocks, nruns, NewFile, MAX_nruns, d ] = ...
-% metropolis_hastings_initialization(TargetFun, xparam1, vv, mh_bounds,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,oo_)
-% Metropolis-Hastings initialization.
-%
-% INPUTS
-% o TargetFun [char] string specifying the name of the objective
-% function (posterior kernel).
-% o xparam1 [double] (p*1) vector of parameters to be estimated (initial values).
-% o vv [double] (p*p) matrix, posterior covariance matrix (at the mode).
-% o mh_bounds [double] (p*2) matrix defining lower and upper bounds for the parameters.
-% o dataset_ data structure
-% o dataset_info dataset info structure
-% o options_ options structure
-% o M_ model structure
-% o estim_params_ estimated parameters structure
-% o bayestopt_ estimation options structure
-% o oo_ outputs structure
-%
-% OUTPUTS
-% o ix2 [double] (NumberOfBlocks*npar) vector of starting points for different chains
-% o ilogpo2 [double] (NumberOfBlocks*1) vector of initial posterior values for different chains
-% o ModelName [string] name of the mod-file
-% o MetropolisFolder [string] path to the Metropolis subfolder
-% o FirstBlock [scalar] number of the first MH chain to be run (not equal to 1 in case of recovery)
-% o FirstLine [double] (NumberOfBlocks*1) vector of first draw in each chain (not equal to 1 in case of recovery)
-% o npar [scalar] number of parameters estimated
-% o NumberOfBlocks [scalar] Number of MCM chains requested
-% o nruns [double] (NumberOfBlocks*1) number of draws in each chain
-% o NewFile [scalar] (NumberOfBlocks*1) vector storing the number
-% of the first MH-file to created for each chain when saving additional
-% draws
-% o MAX_nruns [scalar] maximum number of draws in each MH-file on the harddisk
-% o d [double] (p*p) matrix, Cholesky decomposition of the posterior covariance matrix (at the mode).
-%
-% SPECIAL REQUIREMENTS
-% None.
-
-% Copyright © 2006-2017 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/>.
-
-%Initialize outputs
-ix2 = [];
-ilogpo2 = [];
-ModelName = [];
-MetropolisFolder = [];
-FirstBlock = [];
-FirstLine = [];
-npar = [];
-NumberOfBlocks = [];
-nruns = [];
-NewFile = [];
-MAX_nruns = [];
-d = [];
-
-ModelName = M_.fname;
-if ~isempty(M_.bvar)
- ModelName = [ModelName '_bvar'];
-end
-
-MetropolisFolder = CheckPath('metropolis',M_.dname);
-BaseName = [MetropolisFolder filesep ModelName];
-
-NumberOfBlocks = options_.mh_nblck;
-nruns = ones(NumberOfBlocks,1)*options_.mh_replic;
-npar = length(xparam1);
-MAX_nruns = ceil(options_.MaxNumberOfBytes/(npar+2)/8);
-d = chol(vv);
-
-if ~options_.load_mh_file && ~options_.mh_recover
- % Here we start a new Metropolis-Hastings, previous draws are discarded.
- if NumberOfBlocks > 1
- disp('Estimation::mcmc: Multiple chains mode.')
- else
- disp('Estimation::mcmc: One Chain mode.')
- end
- % Delete old mh files if any...
- files = dir([BaseName '_mh*_blck*.mat']);
- if length(files)
- delete([BaseName '_mh*_blck*.mat']);
- disp('Estimation::mcmc: Old mh-files successfully erased!')
- end
- % Delete old Metropolis log file.
- file = dir([ MetropolisFolder '/metropolis.log']);
- if length(file)
- delete([ MetropolisFolder '/metropolis.log']);
- disp('Estimation::mcmc: Old metropolis.log file successfully erased!')
- disp('Estimation::mcmc: Creation of a new metropolis.log file.')
- end
- fidlog = fopen([MetropolisFolder '/metropolis.log'],'w');
- fprintf(fidlog,'%% MH log file (Dynare).\n');
- fprintf(fidlog,['%% ' datestr(now,0) '.\n']);
- fprintf(fidlog,' \n\n');
- fprintf(fidlog,'%% Session 1.\n');
- fprintf(fidlog,' \n');
- fprintf(fidlog,[' Number of blocks...............: ' int2str(NumberOfBlocks) '\n']);
- fprintf(fidlog,[' Number of simulations per block: ' int2str(nruns(1)) '\n']);
- fprintf(fidlog,' \n');
- % Find initial values for the NumberOfBlocks chains...
- if NumberOfBlocks > 1% Case 1: multiple chains
- set_dynare_seed('default');
- fprintf(fidlog,[' Initial values of the parameters:\n']);
- disp('Estimation::mcmc: Searching for initial values...')
- ix2 = zeros(NumberOfBlocks,npar);
- ilogpo2 = zeros(NumberOfBlocks,1);
- for j=1:NumberOfBlocks
- validate = 0;
- init_iter = 0;
- trial = 1;
- while validate == 0 && trial <= 10
- candidate = rand_multivariate_normal( transpose(xparam1), d * options_.mh_init_scale, npar);
- if all(candidate(:) >= mh_bounds.lb) && all(candidate(:) <= mh_bounds.ub)
- ix2(j,:) = candidate;
- ilogpo2(j) = - feval(TargetFun,ix2(j,:)',dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,mh_bounds,oo_);
- if ~isfinite(ilogpo2(j)) % if returned log-density is
- % Inf or Nan (penalized value)
- validate = 0;
- else
- fprintf(fidlog,[' Blck ' int2str(j) ':\n']);
- for i=1:length(ix2(1,:))
- fprintf(fidlog,[' params:' int2str(i) ': ' num2str(ix2(j,i)) '\n']);
- end
- fprintf(fidlog,[' logpo2: ' num2str(ilogpo2(j)) '\n']);
- j = j+1;
- validate = 1;
- end
- end
- init_iter = init_iter + 1;
- if init_iter > 100 && validate == 0
- disp(['Estimation::mcmc: I couldn''t get a valid initial value in 100 trials.'])
- if options_.nointeractive
- disp(['Estimation::mcmc: I reduce mh_init_scale by 10 percent:'])
- options_.mh_init_scale = .9*options_.mh_init_scale;
- disp(sprintf('Estimation::mcmc: Parameter mh_init_scale is now equal to %f.',options_.mh_init_scale))
- else
- disp(['Estimation::mcmc: You should reduce mh_init_scale...'])
- disp(sprintf('Estimation::mcmc: Parameter mh_init_scale is equal to %f.',options_.mh_init_scale))
- options_.mh_init_scale = input('Estimation::mcmc: Enter a new value... ');
- end
- trial = trial+1;
- end
- end
- if trial > 10 && ~validate
- disp(['Estimation::mcmc: I''m unable to find a starting value for block ' int2str(j)])
- fclose(fidlog);
- return
- end
- end
- fprintf(fidlog,' \n');
- disp('Estimation::mcmc: Initial values found!')
- skipline()
- else% Case 2: one chain (we start from the posterior mode)
- fprintf(fidlog,[' Initial values of the parameters:\n']);
- candidate = transpose(xparam1(:));%
- if all(candidate(:) >= mh_bounds.lb) && all(candidate(:) <= mh_bounds.ub)
- ix2 = candidate;
- ilogpo2 = - feval(TargetFun,ix2',dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,mh_bounds,oo_);
- disp('Estimation::mcmc: Initialization at the posterior mode.')
- skipline()
- fprintf(fidlog,[' Blck ' int2str(1) 'params:\n']);
- for i=1:length(ix2(1,:))
- fprintf(fidlog,[' ' int2str(i) ':' num2str(ix2(1,i)) '\n']);
- end
- fprintf(fidlog,[' Blck ' int2str(1) 'logpo2:' num2str(ilogpo2) '\n']);
- else
- disp('Estimation::mcmc: Initialization failed...')
- disp('Estimation::mcmc: The posterior mode lies outside the prior bounds.')
- fclose(fidlog);
- return
- end
- fprintf(fidlog,' \n');
- end
- fprintf(fidlog,' \n');
- FirstBlock = 1;
- FirstLine = ones(NumberOfBlocks,1);
- NewFile = ones(NumberOfBlocks,1);
- % Delete the mh-history files
- delete_mh_history_files(MetropolisFolder, ModelName);
- % Create a new record structure
- fprintf(['Estimation::mcmc: Write details about the MCMC... ']);
- AnticipatedNumberOfFiles = ceil(nruns(1)/MAX_nruns);
- AnticipatedNumberOfLinesInTheLastFile = nruns(1) - (AnticipatedNumberOfFiles-1)*MAX_nruns;
- record.Nblck = NumberOfBlocks;
- record.MhDraws = zeros(1,3);
- record.MhDraws(1,1) = nruns(1);
- record.MhDraws(1,2) = AnticipatedNumberOfFiles;
- record.MhDraws(1,3) = AnticipatedNumberOfLinesInTheLastFile;
- record.MAX_nruns=MAX_nruns;
- record.AcceptanceRatio = zeros(1,NumberOfBlocks);
- for j=1:NumberOfBlocks
- % we set a different seed for the random generator for each block then we record the corresponding random generator state (vector)
- set_dynare_seed(options_.DynareRandomStreams.seed+j);
- % record.Seeds keeps a vector of the random generator state and not the scalar seed despite its name
- [record.InitialSeeds(j).Unifor,record.InitialSeeds(j).Normal] = get_dynare_random_generator_state();
- end
- record.InitialParameters = ix2;
- record.InitialLogPost = ilogpo2;
- record.LastParameters = zeros(NumberOfBlocks,npar);
- record.LastLogPost = zeros(NumberOfBlocks,1);
- record.LastFileNumber = AnticipatedNumberOfFiles ;
- record.LastLineNumber = AnticipatedNumberOfLinesInTheLastFile;
- record.MCMCConcludedSuccessfully = 0;
- fprintf('Ok!\n');
- id = write_mh_history_file(MetropolisFolder, ModelName, record);
- disp(['Estimation::mcmc: Details about the MCMC are available in ' BaseName '_mh_history_' num2str(id) '.mat'])
- skipline()
- fprintf(fidlog,[' CREATION OF THE MH HISTORY FILE!\n\n']);
- fprintf(fidlog,[' Expected number of files per block.......: ' int2str(AnticipatedNumberOfFiles) '.\n']);
- fprintf(fidlog,[' Expected number of lines in the last file: ' int2str(AnticipatedNumberOfLinesInTheLastFile) '.\n']);
- fprintf(fidlog,['\n']);
- for j = 1:NumberOfBlocks
- fprintf(fidlog,[' Initial state of the Gaussian random number generator for chain number ',int2str(j),':\n']);
- for i=1:length(record.InitialSeeds(j).Normal)
- fprintf(fidlog,[' ' num2str(record.InitialSeeds(j).Normal(i)') '\n']);
- end
- fprintf(fidlog,[' Initial state of the Uniform random number generator for chain number ',int2str(j),':\n']);
- for i=1:length(record.InitialSeeds(j).Unifor)
- fprintf(fidlog,[' ' num2str(record.InitialSeeds(j).Unifor(i)') '\n']);
- end
- end
- fprintf(fidlog,' \n');
- fclose(fidlog);
-elseif options_.load_mh_file && ~options_.mh_recover
- % Here we consider previous mh files (previous mh did not crash).
- disp('Estimation::mcmc: I am loading past Metropolis-Hastings simulations...')
- load_last_mh_history_file(MetropolisFolder, ModelName);
- if ~isnan(record.MCMCConcludedSuccessfully) && ~record.MCMCConcludedSuccessfully
- error('Estimation::mcmc: You are trying to load an MCMC that did not finish successfully. Please use mh_recover.')
- end
- record.MCMCConcludedSuccessfully=0; %reset indicator for this run
- mh_files = dir([ MetropolisFolder filesep ModelName '_mh*.mat']);
- if ~length(mh_files)
- error('Estimation::mcmc: I cannot find any MH file to load here!')
- end
- fidlog = fopen([MetropolisFolder '/metropolis.log'],'a');
- fprintf(fidlog,'\n');
- fprintf(fidlog,['%% Session ' int2str(length(record.MhDraws(:,1))+1) '.\n']);
- fprintf(fidlog,' \n');
- fprintf(fidlog,[' Number of blocks...............: ' int2str(NumberOfBlocks) '\n']);
- fprintf(fidlog,[' Number of simulations per block: ' int2str(nruns(1)) '\n']);
- fprintf(fidlog,' \n');
- past_number_of_blocks = record.Nblck;
- if past_number_of_blocks ~= NumberOfBlocks
- disp('Estimation::mcmc: The specified number of blocks doesn''t match with the previous number of blocks!')
- disp(['Estimation::mcmc: You declared ' int2str(NumberOfBlocks) ' blocks, but the previous number of blocks was ' int2str(past_number_of_blocks) '.'])
- disp(['Estimation::mcmc: I will run the Metropolis-Hastings with ' int2str(past_number_of_blocks) ' blocks.' ])
- NumberOfBlocks = past_number_of_blocks;
- options_.mh_nblck = NumberOfBlocks;
- end
- % I read the last line of the last mh-file for initialization of the new Metropolis-Hastings simulations:
- LastFileNumber = record.LastFileNumber;
- LastLineNumber = record.LastLineNumber;
- if LastLineNumber < MAX_nruns
- NewFile = ones(NumberOfBlocks,1)*LastFileNumber;
- FirstLine = ones(NumberOfBlocks,1)*(LastLineNumber+1);
- else
- NewFile = ones(NumberOfBlocks,1)*(LastFileNumber+1);
- FirstLine = ones(NumberOfBlocks,1);
- end
- ilogpo2 = record.LastLogPost;
- ix2 = record.LastParameters;
- FirstBlock = 1;
- NumberOfPreviousSimulations = sum(record.MhDraws(:,1),1);
- fprintf('Estimation::mcmc: I am writing a new mh-history file... ');
- record.MhDraws = [record.MhDraws;zeros(1,3)];
- NumberOfDrawsWrittenInThePastLastFile = MAX_nruns - LastLineNumber;
- NumberOfDrawsToBeSaved = nruns(1) - NumberOfDrawsWrittenInThePastLastFile;
- AnticipatedNumberOfFiles = ceil(NumberOfDrawsToBeSaved/MAX_nruns);
- AnticipatedNumberOfLinesInTheLastFile = NumberOfDrawsToBeSaved - (AnticipatedNumberOfFiles-1)*MAX_nruns;
- record.LastFileNumber = LastFileNumber + AnticipatedNumberOfFiles;
- record.LastLineNumber = AnticipatedNumberOfLinesInTheLastFile;
- record.MhDraws(end,1) = nruns(1);
- record.MhDraws(end,2) = AnticipatedNumberOfFiles;
- record.MhDraws(end,3) = AnticipatedNumberOfLinesInTheLastFile;
- record.MAX_nruns = [record.MAX_nruns;MAX_nruns];
- record.InitialSeeds = record.LastSeeds;
- write_mh_history_file(MetropolisFolder, ModelName, record);
- fprintf('Done.\n')
- disp(['Estimation::mcmc: Ok. I have loaded ' int2str(NumberOfPreviousSimulations) ' simulations.'])
- skipline()
- fclose(fidlog);
-elseif options_.mh_recover
- % The previous metropolis-hastings crashed before the end! I try to recover the saved draws...
- disp('Estimation::mcmc: Recover mode!')
- load_last_mh_history_file(MetropolisFolder, ModelName);
- NumberOfBlocks = record.Nblck;% Number of "parallel" mcmc chains.
- options_.mh_nblck = NumberOfBlocks;
-
- %% check consistency of options
- if record.MhDraws(end,1)~=options_.mh_replic
- fprintf('\nEstimation::mcmc: You cannot specify a different mh_replic than in the chain you are trying to recover\n')
- fprintf('Estimation::mcmc: I am resetting mh_replic to %u\n',record.MhDraws(end,1))
- options_.mh_replic=record.MhDraws(end,1);
- nruns = ones(NumberOfBlocks,1)*options_.mh_replic;
- end
-
- if ~isnan(record.MAX_nruns(end,1)) %field exists
- if record.MAX_nruns(end,1)~=MAX_nruns
- fprintf('\nEstimation::mcmc: You cannot specify a different MaxNumberOfBytes than in the chain you are trying to recover\n')
- fprintf('Estimation::mcmc: I am resetting MAX_nruns to %u\n',record.MAX_nruns(end,1))
- MAX_nruns=record.MAX_nruns(end,1);
- end
- end
- %% do tentative initialization as if full last run of MCMC were to be redone
- if size(record.MhDraws,1) == 1
- OldMhExists = 0;% The crashed metropolis was the first session.
- else
- OldMhExists = 1;% The crashed metropolis wasn't the first session.
- end
- % Default initialization:
- if OldMhExists
- ilogpo2 = record.LastLogPost;
- ix2 = record.LastParameters;
- else
- ilogpo2 = record.InitialLogPost;
- ix2 = record.InitialParameters;
- end
- % Set NewFile, a NumberOfBlocks*1 vector of integers, and FirstLine (first line), a NumberOfBlocks*1 vector of integers.
- % Relevant for starting at the correct file and potentially filling a file from the previous run that was not yet full
- if OldMhExists
- LastLineNumberInThePreviousMh = record.MhDraws(end-1,3);% Number of lines in the last mh files of the previous session.
- LastFileNumberInThePreviousMh = sum(record.MhDraws(1:end-1,2),1);% Number of mh files in the the previous sessions.
- %Test if the last mh files of the previous session were not full yet
- if LastLineNumberInThePreviousMh < MAX_nruns%not full
- %store starting point if whole chain needs to be redone
- NewFile = ones(NumberOfBlocks,1)*LastFileNumberInThePreviousMh;
- FirstLine = ones(NumberOfBlocks,1)*(LastLineNumberInThePreviousMh+1);
- LastFileFullIndicator=0;
- else% The last mh files of the previous session were full
- %store starting point if whole chain needs to be redone
- NewFile = ones(NumberOfBlocks,1)*(LastFileNumberInThePreviousMh+1);
- FirstLine = ones(NumberOfBlocks,1);
- LastFileFullIndicator=1;
- end
- else
- LastLineNumberInThePreviousMh = 0;
- LastFileNumberInThePreviousMh = 0;
- NewFile = ones(NumberOfBlocks,1);
- FirstLine = ones(NumberOfBlocks,1);
- LastFileFullIndicator=1;
- end
-
- %% Now find out what exactly needs to be redone
- % 1. Check if really something needs to be done
- % How many mh files should we have ?
- ExpectedNumberOfMhFilesPerBlock = sum(record.MhDraws(:,2),1);
- ExpectedNumberOfMhFiles = ExpectedNumberOfMhFilesPerBlock*NumberOfBlocks;
- % How many mh files do we actually have ?
- AllMhFiles = dir([BaseName '_mh*_blck*.mat']);
- TotalNumberOfMhFiles = length(AllMhFiles);
- % Quit if no crashed mcmc chain can be found as there are as many files as expected
- if (TotalNumberOfMhFiles==ExpectedNumberOfMhFiles)
- disp('Estimation::mcmc: It appears that you don''t need to use the mh_recover option!')
- disp(' You have to edit the mod file and remove the mh_recover option')
- disp(' in the estimation command')
- error('Estimation::mcmc: mh_recover option not required!')
- end
- % 2. Something needs to be done; find out what
- % Count the number of saved mh files per block.
- NumberOfMhFilesPerBlock = zeros(NumberOfBlocks,1);
- for b = 1:NumberOfBlocks
- BlckMhFiles = dir([BaseName '_mh*_blck' int2str(b) '.mat']);
- NumberOfMhFilesPerBlock(b) = length(BlckMhFiles);
- end
- % Find FirstBlock (First block), an integer targeting the crashed mcmc chain.
- FirstBlock = 1; %initialize
- while FirstBlock <= NumberOfBlocks
- if NumberOfMhFilesPerBlock(FirstBlock) < ExpectedNumberOfMhFilesPerBlock
- disp(['Estimation::mcmc: Chain ' int2str(FirstBlock) ' is not complete!'])
- break
- % The mh_recover session will start from chain FirstBlock.
- else
- disp(['Estimation::mcmc: Chain ' int2str(FirstBlock) ' is complete!'])
- end
- FirstBlock = FirstBlock+1;
- end
-
- %% 3. Overwrite default settings for
- % How many mh-files are saved in this block?
- NumberOfSavedMhFilesInTheCrashedBlck = NumberOfMhFilesPerBlock(FirstBlock);
- ExistingDrawsInLastMCFile=0; %initialize: no MCMC draws of current MCMC are in file from last run
- % Check whether last present file is a file included in the last MCMC run
- if ~LastFileFullIndicator
- if NumberOfSavedMhFilesInTheCrashedBlck==NewFile(FirstBlock) %only that last file exists, but no files from current MCMC
- loaded_results=load([BaseName '_mh' int2str(NewFile(FirstBlock)) '_blck' int2str(FirstBlock) '.mat']);
- %check whether that last file was filled
- if size(loaded_results.x2,1)==MAX_nruns %file is full
- NewFile(FirstBlock)=NewFile(FirstBlock)+1; %set first file to be created to next one
- FirstLine(FirstBlock) = 1; %use first line of next file
- ExistingDrawsInLastMCFile=MAX_nruns-record.MhDraws(end-1,3);
- else
- ExistingDrawsInLastMCFile=0;
- end
- end
- elseif LastFileFullIndicator
- ExistingDrawsInLastMCFile=0;
- if NumberOfSavedMhFilesInTheCrashedBlck==NewFile(FirstBlock) %only the last file exists, but no files from current MCMC
- NewFile(FirstBlock)=NewFile(FirstBlock)+1; %set first file to be created to next one
- end
- end
- % % Correct the number of saved mh files if the crashed Metropolis was not the first session (so
- % % that NumberOfSavedMhFilesInTheCrashedBlck is the number of saved mh files in the crashed chain
- % % of the current session).
- % if OldMhExists
- % NumberOfSavedMhFilesInTheCrashedBlck = NumberOfSavedMhFilesInTheCrashedBlck - LastFileNumberInThePreviousMh;
- % end
- % NumberOfSavedMhFiles = NumberOfSavedMhFilesInTheCrashedBlck+LastFileNumberInThePreviousMh;
-
- % Correct initial conditions.
- if NumberOfSavedMhFilesInTheCrashedBlck<ExpectedNumberOfMhFilesPerBlock
- loaded_results=load([BaseName '_mh' int2str(NumberOfSavedMhFilesInTheCrashedBlck) '_blck' int2str(FirstBlock) '.mat']);
- ilogpo2(FirstBlock) = loaded_results.logpo2(end);
- ix2(FirstBlock,:) = loaded_results.x2(end,:);
- nruns(FirstBlock)=nruns(FirstBlock)-ExistingDrawsInLastMCFile-(NumberOfSavedMhFilesInTheCrashedBlck-LastFileNumberInThePreviousMh)*MAX_nruns;
- %reset seed if possible
- if isfield(loaded_results,'LastSeeds')
- record.InitialSeeds(FirstBlock).Unifor=loaded_results.LastSeeds.(['file' int2str(NumberOfSavedMhFilesInTheCrashedBlck)]).Unifor;
- record.InitialSeeds(FirstBlock).Normal=loaded_results.LastSeeds.(['file' int2str(NumberOfSavedMhFilesInTheCrashedBlck)]).Normal;
- else
- fprintf('Estimation::mcmc: You are trying to recover a chain generated with an older Dynare version.\n')
- fprintf('Estimation::mcmc: I am using the default seeds to continue the chain.\n')
- end
- write_mh_history_file(MetropolisFolder, ModelName, record);
- end
-end
\ No newline at end of file
diff --git a/matlab/posterior_sampler_initialization.m b/matlab/posterior_sampler_initialization.m
index 674a26b62d31c2a3a9382ca4bc7b6bfa3a5253fd..dc9f5b881c0f0e5c3bd34748358c11d1d18de05a 100644
--- a/matlab/posterior_sampler_initialization.m
+++ b/matlab/posterior_sampler_initialization.m
@@ -298,6 +298,7 @@ if ~options_.load_mh_file && ~options_.mh_recover
record.LastLineNumber = AnticipatedNumberOfLinesInTheLastFile;
record.MCMCConcludedSuccessfully = 0;
record.ProposalScaleVec=bayestopt_.jscale;
+ record.ProposalCovariance=d;
fprintf('Ok!\n');
id = write_mh_history_file(MetropolisFolder, ModelName, record);
disp(['Estimation::mcmc: Details about the MCMC are available in ' BaseName '_mh_history_' num2str(id) '.mat'])