Check use and precedence of jscale and document it.
The use of bayestopt_.mh_jscale and bayestopt_.jscale as well as options_.mh_jscale is confusing an potentially buggy (see also http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=5072). In dynare_estimation_1 we use
mh_scale_fname = [M_.fname '_optimal_mh_scale_parameter.mat'];
if exist(mh_scale_fname)
if options_.mode_compute == 0
tmp = load(mh_scale_fname,'Scale');
bayestopt_.mh_jscale = tmp.Scale;
clear tmp;
else
% remove the file if mode_compute ~= 0
delete('mh_scale_fname')
end
end
to read out the mh_jscale from a previous run of mode_compute=6. But this is after dynare_estimation_init where the mh_jscale seems to be translated into the bayestopt_.jscale actually used in estimation. Thus, it looks as if this statement does nothing.