From ddb2ef910f57cdf2f002504241fa3bc992334271 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?D=C3=B3ra=20Kocsis?= <dora@dynare.org>
Date: Thu, 20 Feb 2020 16:54:49 +0100
Subject: [PATCH] fix bug in estimation/mcmc_jumping_covariance
---
.../dynare_command_options_estimation.m | 21 ++++++++++++-------
src/+gui_auxiliary/set_command_option.m | 16 +++++++++++++-
src/gui_define_comm_options.m | 4 +++-
3 files changed, 31 insertions(+), 10 deletions(-)
diff --git a/src/+gui_auxiliary/dynare_command_options_estimation.m b/src/+gui_auxiliary/dynare_command_options_estimation.m
index 45c8cc7..bdcc007 100644
--- a/src/+gui_auxiliary/dynare_command_options_estimation.m
+++ b/src/+gui_auxiliary/dynare_command_options_estimation.m
@@ -14,7 +14,7 @@ function dynare_command_options_estimation()
% SPECIAL REQUIREMENTS
% none
-% Copyright (C) 2003-2019 Dynare Team
+% Copyright (C) 2003-2020 Dynare Team
%
% This file is part of Dynare.
%
@@ -242,6 +242,18 @@ dynare_gui_.estimation.solver{num,4} = 'Value used to test if a generalized eige
%% Group 4: MH_options
num = 1;
+dynare_gui_.estimation.MH_options{num,1} = 'mcmc_jumping_covariance';
+dynare_gui_.estimation.MH_options{num,2} = 'hessian';
+dynare_gui_.estimation.MH_options{num,3} = {'hessian','prior_variance','identity_matrix','FILENAME'}; %special
+dynare_gui_.estimation.MH_options{num,4} = 'Tells Dynare which covariance to use for the proposal density of the MCMC sampler. mcmc_jumping_covariance can be one of the following: hessian,prior_variance,identity_matrix or FILENAME. Default value is hessian.';
+
+num = num+1;
+dynare_gui_.estimation.MH_options{num,1} = 'mcmc_jumping_covariance_file';
+dynare_gui_.estimation.MH_options{num,2} = '';
+dynare_gui_.estimation.MH_options{num,3} = 'FILENAME';
+dynare_gui_.estimation.MH_options{num,4} = 'Tells Dynare which file with a jumping covariance matrix to use. Stored in a .mat file. Should be specified if mcmc_jumping_covariance=FILENAME';
+
+num = num+1;
dynare_gui_.estimation.MH_options{num,1} = 'mh_conf_sig';
dynare_gui_.estimation.MH_options{num,2} = '0.9';
dynare_gui_.estimation.MH_options{num,3} = 'DOUBLE';
@@ -307,13 +319,6 @@ dynare_gui_.estimation.MH_options{num,2} = 0;
dynare_gui_.estimation.MH_options{num,3} = 'check_option';
dynare_gui_.estimation.MH_options{num,4} = 'Tells Dynare to add to previous Metropolis-Hastings simulations instead of starting from scratch. Shouldnt be used together with mh_recover.';
-num = num+1;
-dynare_gui_.estimation.MH_options{num,1} = 'mcmc_jumping_covariance';
-dynare_gui_.estimation.MH_options{num,2} = 'hessian';
-dynare_gui_.estimation.MH_options{num,3} = {'hessian','prior_variance','identity_matrix','FILENAME'}; %special
-dynare_gui_.estimation.MH_options{num,4} = 'Tells Dynare which covariance to use for the proposal density of the MCMC sampler. mcmc_jumping_covariance can be one of the following: hessian,prior_variance,identity_matrix or FILENAME. Default value is hessian.';
-
-
num = num+1;
dynare_gui_.estimation.MH_options{num,1} = 'nodiagnostic';
dynare_gui_.estimation.MH_options{num,2} = 0;
diff --git a/src/+gui_auxiliary/set_command_option.m b/src/+gui_auxiliary/set_command_option.m
index 3bb1444..2a71003 100644
--- a/src/+gui_auxiliary/set_command_option.m
+++ b/src/+gui_auxiliary/set_command_option.m
@@ -12,7 +12,7 @@ function status = set_command_option(name, value)
% SPECIAL REQUIREMENTS
% none
-% Copyright (C) 2003-2018 Dynare Team
+% Copyright (C) 2003-2020 Dynare Team
%
% This file is part of Dynare.
%
@@ -93,6 +93,20 @@ try
case 'filter_step_ahead'
options_.filter_step_ahead = eval(value);
+ case 'mcmc_jumping_covariance'
+ if value == 2
+ options_.(gui_auxiliary.command_option_mapping(name)) = 'prior_variance';
+ elseif value == 3
+ options_.(gui_auxiliary.command_option_mapping(name)) = 'identity_matrix';
+ elseif value == 4
+ options_.(gui_auxiliary.command_option_mapping(name)) = 'FILENAME';
+ end
+
+ case 'mcmc_jumping_covariance_file'
+ if ~isempty(value) && strcmp(options_.MCMC_jumping_covariance, 'FILENAME')
+ options_.MCMC_jumping_covariance = strrep(value, '.mat', '');
+ end
+
otherwise
options_.(gui_auxiliary.command_option_mapping(name)) = value;
end
diff --git a/src/gui_define_comm_options.m b/src/gui_define_comm_options.m
index 7427686..4246f52 100644
--- a/src/gui_define_comm_options.m
+++ b/src/gui_define_comm_options.m
@@ -13,7 +13,7 @@ function fHandle= gui_define_comm_options(comm, comm_name)
% SPECIAL REQUIREMENTS
% none
-% Copyright (C) 2003-2019 Dynare Team
+% Copyright (C) 2003-2020 Dynare Team
%
% This file is part of Dynare.
%
@@ -321,6 +321,8 @@ handles.pushbuttonReset = uicontrol( ...
file_types = {'*.m';'*.mat';'*.xls';'*.xlsx';'*.csv'};
case 'mode_file'
file_types = {'*.mat'};
+ case 'mcmc_jumping_covariance_file'
+ file_types = {'*.mat'};
end
[fileName,pathName] = uigetfile(file_types,sprintf('Select %s ...', option_name));
--
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