new option mh_initialize_from_previous_mcmc

new option mh_initialize_from_previous_mcmc that allows to pick initial values for a new MCMC from a previous one.

If an additional parameter is estimated, it is initialized using prior_draw. it has to be set using new estimation options:

• mh_initialize_from_previous_mcmc to set the option
• mh_initialize_from_previous_mcmc_directory: to provide the path to the metropolis folder from which to load parameter values that initialize the new MCMC
• mh_initialize_from_previous_mcmc_model_name: to provide the name of the model used in the previous estimation (name could be different). Preprocessor should then set the following fields:

options_.mh_initialize_from_previous_mcmc=struct();
options_.mh_initialize_from_previous_mcmc.status=true;
options_.mh_initialize_from_previous_mcmc.directory='~/base_dir/fs2000_slice/metropolis';
options_.mh_initialize_from_previous_mcmc.model_name='fs2000_slice';

WIP since it requires provisions in preprocessor

marked this merge request as ready

changed milestone to %5.x

assigned to @sebastien

requested review from @JohannesPfeifer

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• b907f86a - reformulate options in terms of DNAME or optionally with full path to prior...

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• 8055e379 - cleaned test for metropolis

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• 67735cbc - missing empty line

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• e0534d5b - fixes to documentation
• e9dff256 - only check for backslash under unix. check for the existence of record and prior files.

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