🐛 📖 Fixes TaRB with student t proposal distribution

parent 8df9813a
......@@ -5430,6 +5430,8 @@ block decomposition of the model (see :opt:`block`).
Available options are:
.. _prop_distrib:
``'proposal_distribution'``
Specifies the statistical distribution used for the
......@@ -5528,6 +5530,11 @@ block decomposition of the model (see :opt:`block`).
``'tailored_random_block_metropolis_hastings'``
``'proposal_distribution'``
Specifies the statistical distribution used for the
proposal density. See :ref:`proposal_distribution <prop_distrib>`.
``new_block_probability = DOUBLE``
Specifies the probability of the next parameter
......
......@@ -118,7 +118,7 @@ switch posterior_sampling_method
if strcmpi(sampler_options.proposal_distribution,'rand_multivariate_normal')
n = nxopt;
elseif strcmpi(sampler_options.proposal_distribution,'rand_multivariate_student')
n = options_.student_degrees_of_freedom;
n = sampler_options.student_degrees_of_freedom;
end
proposed_par = feval(sampler_options.proposal_distribution, xopt_current_block', proposal_covariance_Cholesky_decomposition_upper, n);
......
......@@ -116,3 +116,7 @@ varobs gp_obs gy_obs;
estimation(order=1, datafile='../fsdat_simul',nobs=192, loglinear, mh_replic=2002, mh_nblocks=2, mh_jscale=0.8,mode_compute=4,
posterior_sampler_options=('proposal_distribution','rand_multivariate_student','student_degrees_of_freedom',5,'save_tmp_file',0));
estimation(order=1, datafile='../fsdat_simul',nobs=192, loglinear, mh_replic=30, mh_nblocks=1, mh_jscale=0.8,mode_compute=4,
posterior_sampling_method='tailored_random_block_metropolis_hastings',
posterior_sampler_options=('proposal_distribution','rand_multivariate_student','student_degrees_of_freedom',5,'save_tmp_file',0));
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