From 9525ab33de76344563c39039a831b25d18edf337 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Fr=C3=A9d=C3=A9ric=20Karam=C3=A9?=
<frederic.karame@univ-lemans.fr>
Date: Fri, 1 Jun 2018 11:34:32 +0200
Subject: [PATCH] Added Dynamic Striated Metropolis Hastings.
---
matlab/dynare_estimation_1.m | 3 +++
matlab/particles | 2 +-
2 files changed, 4 insertions(+), 1 deletion(-)
diff --git a/matlab/dynare_estimation_1.m b/matlab/dynare_estimation_1.m
index a0eb52924b..4ce3ff8aa5 100644
--- a/matlab/dynare_estimation_1.m
+++ b/matlab/dynare_estimation_1.m
@@ -420,6 +420,9 @@ switch options_.MCMC_jumping_covariance
end
end
+bounds = prior_bounds(bayestopt_, options_.prior_trunc); %reset bounds as lb and ub must only be operational during mode-finding
+DSMH_sampler(objective_function,xparam1,bounds,dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,oo_);
+
if (any(bayestopt_.pshape >0 ) && options_.mh_replic) || ...
(any(bayestopt_.pshape >0 ) && options_.load_mh_file) %% not ML estimation
bounds = prior_bounds(bayestopt_, options_.prior_trunc); %reset bounds as lb and ub must only be operational during mode-finding
diff --git a/matlab/particles b/matlab/particles
index 84d213ea3e..857168ddf8 160000
--- a/matlab/particles
+++ b/matlab/particles
@@ -1 +1 @@
-Subproject commit 84d213ea3e705f36871bc8f960d175a330fd71de
+Subproject commit 857168ddf8c2d386dac875da1ede31fd689be309
--
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