Mh_tune_jscale: honor starting value and save value before MCMC

Related to https://forum.dynare.org/t/mh-tune-jscale-how-much-does-it-slow-down-the-chain-compution/15272/5

added bug label

mentioned in merge request preprocessor!16 (merged)

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• 212c31e6 - Save jscale to record structure before running MCMC

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@stepan-a The first part is contained in preprocessor!16 (merged)

mentioned in issue preprocessor#46 (closed)

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• ce15dde5 - Add documentation for the mh_tune_jscale_initial_guess option

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Can you please clarify why you tagged this as a bug? I see essentially three things in this merge request:

• an important piece of information in the manual for mh_jscale
• saving the automatic tuning parameter before running the MCMC
• a new option for the initialization of this automatic tuning

At first glance, only the first of these 3 items could possibly qualify as a bug.

assigned to @stepan-a

As far as I am concerned, this is not a bug but a missing feature (I would even not qualify as a bug the first point mentioned by @sebastien).

added estimation label

removed bug label

The bug classification was based on my false impression that users should have been able to set the starting value for the option.

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• 39cd9381 - Add documentation for the mh_tune_guess option

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@stepan-a The documentation is still missing. I amended the commit to reflect the new name you chose.

@JohannesPfeifer I have done it elsewhere and added some tests. I still have to run the testsuite before merging.

Manually merged,see 2083246a.

closed