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Dynare
dynare
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mode compute 6
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6 years ago
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Stéphane Adjemian
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mode_compute=6 algorithm
------------------------
In some situations the posterior mode (that will be used to initialize
In some situations the posterior mode (that will be used to initialize
the Metropolis Hastings (MH) and to define the jumping distribution)
the Metropolis Hastings (MH) and to define the jumping distribution)
is hard to obtain with standard (gradient based or not) optimization
is hard to obtain with standard (gradient based or not) optimization
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