Commit e04a07c7 authored by Michel Juillard's avatar Michel Juillard

changed variable name to make clear that, for multinormal variables, we are...

changed variable name to make clear that, for multinormal variables, we are using the Cholesky decomposition of the covariance matrix.
parent c1cb452e
......@@ -121,12 +121,12 @@ end
if any(isnan(bayestopt_.jscale))
if exist([ModelName '_optimal_mh_scale_parameter.mat'])% This file is created by mode_compute=6.
load([ModelName '_optimal_mh_scale_parameter'])
proposal_covariance = d*Scale;
proposal_covariance_Choleksy_decomposition = d*Scale;
else
error('mh:: Something is wrong. I can''t figure out the value of the scale parameter.')
end
else
proposal_covariance = d*diag(bayestopt_.jscale);
proposal_covariance_Cholesky_decomposition = d*diag(bayestopt_.jscale);
end
......@@ -169,7 +169,7 @@ for b = fblck:nblck,
irun = fline(b);
j = 1;
while j <= nruns(b)
par = feval(ProposalFun, ix2(b,:), proposal_covariance, n);
par = feval(ProposalFun, ix2(b,:), proposal_covariance_Cholesky_decomposition, n);
if all( par(:) > mh_bounds(:,1) ) & all( par(:) < mh_bounds(:,2) )
try
logpost = - feval(TargetFun, par(:),varargin{:});
......
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