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Dynare
dynare
Merge requests
!593
Fix sample on which Geweke convergence diagnostics is computed
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Merged
Fix sample on which Geweke convergence diagnostics is computed
JohannesPfeifer:4.4
into
4.4
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Merged
Fix sample on which Geweke convergence diagnostics is computed
Johannes Pfeifer
requested to merge
JohannesPfeifer:4.4
into
4.4
Jan 27, 2014
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Was only correct for mh_drop of 0.5
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bd5ee3c7
1 commit,
Sep 10, 2018
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matlab/McMCDiagnostics.m
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@@ -78,8 +78,8 @@ if nblck == 1 % Brooks and Gelman tests need more than one block
options_
.
convergence
.
geweke
.
geweke_interval
=
[
0.2
0.5
];
end
first_obs_begin_sample
=
max
(
1
,
ceil
(
options_
.
mh_drop
*
options_
.
mh_replic
));
last_obs_begin_sample
=
first_obs_begin_sample
+
round
(
options_
.
convergence
.
geweke
.
geweke_interval
(
1
)
*
options_
.
mh_replic
*
options_
.
mh_drop
);
first_obs_end_sample
=
first_obs_begin_sample
+
round
(
options_
.
convergence
.
geweke
.
geweke_interval
(
2
)
*
options_
.
mh_replic
*
options_
.
mh_drop
);
last_obs_begin_sample
=
first_obs_begin_sample
+
round
(
options_
.
convergence
.
geweke
.
geweke_interval
(
1
)
*
options_
.
mh_replic
*
(
1
-
options_
.
mh_drop
)
)
;
first_obs_end_sample
=
first_obs_begin_sample
+
round
(
options_
.
convergence
.
geweke
.
geweke_interval
(
2
)
*
options_
.
mh_replic
*
(
1
-
options_
.
mh_drop
)
)
;
param_name
=
[];
for
jj
=
1
:
npar
param_name
=
strvcat
(
param_name
,
get_the_name
(
jj
,
options_
.
TeX
,
M_
,
estim_params_
,
options_
));
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