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ComputingTasks.cc

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  • Forked from Dynare / dynare
    Source project has a limited visibility.
    GetOneDraw.m 1.24 KiB
    function [xparams, logpost] = GetOneDraw(type)
    
    % function [xparams, logpost] = GetOneDraw(type)
    % draws one row from metropolis
    %
    % INPUTS
    %    type:      posterior
    %               prior
    %        
    % OUTPUTS
    %    xparams:   vector of estimated parameters (drawn from posterior distribution)
    %    logpost:   log of the posterior density relative to this row
    %        
    % SPECIAL REQUIREMENTS
    %    none
    
    % Copyright (C) 2005-2011 Dynare Team
    %
    % This file is part of Dynare.
    %
    % Dynare is free software: you can redistribute it and/or modify
    % it under the terms of the GNU General Public License as published by
    % the Free Software Foundation, either version 3 of the License, or
    % (at your option) any later version.
    %
    % Dynare is distributed in the hope that it will be useful,
    % but WITHOUT ANY WARRANTY; without even the implied warranty of
    % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
    % GNU General Public License for more details.
    %
    % You should have received a copy of the GNU General Public License
    % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
    
    switch type
      case 'posterior'
        [xparams, logpost] = metropolis_draw(0);
      case 'prior'
        xparams = prior_draw(0);
        logpost = evaluate_posterior_kernel(xparams');
    end