From 1e3e2f70a92a977fd1c5b05575a287867f53a35e Mon Sep 17 00:00:00 2001
From: Marco Ratto <marco.ratto@jrc.ec.europa.eu>
Date: Tue, 17 Jan 2017 19:23:27 +0100
Subject: [PATCH] set posterior sampler options when load_mh_file
---
matlab/dynare_estimation_1.m | 12 +++++++-----
1 file changed, 7 insertions(+), 5 deletions(-)
diff --git a/matlab/dynare_estimation_1.m b/matlab/dynare_estimation_1.m
index cd035c37fd..6693768cec 100644
--- a/matlab/dynare_estimation_1.m
+++ b/matlab/dynare_estimation_1.m
@@ -431,16 +431,18 @@ if (any(bayestopt_.pshape >0 ) && options_.mh_replic) || ...
end
end
% runs MCMC
- if options_.mh_replic
- ana_deriv_old = options_.analytic_derivation;
- options_.analytic_derivation = 0;
+ if options_.mh_replic || options_.load_mh_file
posterior_sampler_options = options_.posterior_sampler_options.current_options;
posterior_sampler_options.invhess = invhess;
[posterior_sampler_options, options_] = check_posterior_sampler_options(posterior_sampler_options, options_);
% store current options in global
options_.posterior_sampler_options.current_options = posterior_sampler_options;
- posterior_sampler(objective_function,posterior_sampler_options.proposal_distribution,xparam1,posterior_sampler_options,bounds,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,oo_);
- options_.analytic_derivation = ana_deriv_old;
+ if options_.mh_replic
+ ana_deriv_old = options_.analytic_derivation;
+ options_.analytic_derivation = 0;
+ posterior_sampler(objective_function,posterior_sampler_options.proposal_distribution,xparam1,posterior_sampler_options,bounds,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,oo_);
+ options_.analytic_derivation = ana_deriv_old;
+ end
end
%% Here I discard first mh_drop percent of the draws:
CutSample(M_, options_, estim_params_);
--
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