Add preprocessor interface for selecting proposal density
In the MCMC, we seem to have everything in place for using a student t-distribution as the proposal density, but we have no interface. Modify the estimation command to accept the following new options:
- proposal_distribution, which takes two arguments:
rand_multivariate_normal
(default) orrand_multivariate_student
and maps tooptions_.proposal_distribution
-
student_degrees_of_freedom
, which accepts an integer argument and maps tooptions_.student_degrees_of_freedom
These options already exist in global_initialization.m
.
After doing this, we need to convert tests/estimation/t_proposal/fs2000_student.mod
to use this interface.