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MichelJuillard
dynare
Commits
9525ab33
Commit
9525ab33
authored
Jun 01, 2018
by
Frédéric Karamé
Browse files
Added Dynamic Striated Metropolis Hastings.
parent
461c12e2
Changes
2
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Side-by-side
matlab/dynare_estimation_1.m
View file @
9525ab33
...
...
@@ -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
...
...
particles
@
857168dd
Compare
84d213ea
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857168dd
Subproject commit 8
4d213ea3e705f36871bc8f960d175a330fd71de
Subproject commit 8
57168ddf8c2d386dac875da1ede31fd689be309
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